+241.8%
PM vs EQH
+226.9%
+15.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -0.2% | -1.1% | +0.9% | 0.0% |
| 3M | +4.9% | +25.0% | -20.1% | -0.7% |
| 6M | +9.0% | +33.9% | -24.8% | +1.0% |
| YTD | +17.8% | +11.6% | +6.2% | +13.6% |
| 1Y | +16.8% | +1.5% | +15.3% | +15.0% |
| 3Y | +125.4% | +96.7% | +28.7% | +78.0% |
| 5Y | +128.7% | +93.9% | +34.8% | +76.1% |
| All | +241.8% | +226.9% | +15.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling