+43.9%
PNR vs EQH
+234.7%
-190.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.0% |
| 7D | -6.0% | +0.7% | -6.7% | -6.4% |
| 30D | -14.0% | +2.8% | -16.8% | -15.3% |
| 3M | -21.7% | +23.1% | -44.8% | -30.2% |
| 6M | -37.3% | +41.4% | -78.7% | -48.4% |
| YTD | -45.1% | +14.3% | -59.4% | -49.9% |
| 1Y | -49.1% | +1.6% | -50.7% | -50.9% |
| 3Y | -14.8% | +102.7% | -117.5% | -44.0% |
| 5Y | -21.0% | +104.5% | -125.6% | -49.7% |
| All | +43.9% | +234.7% | -190.8% | -36.7% |
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