+53.2%
PODD vs EQH
+234.7%
-181.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -10.5% | +0.7% | -11.2% | -10.7% |
| 30D | -9.0% | +2.8% | -11.9% | -9.8% |
| 3M | -11.5% | +23.1% | -34.6% | -17.4% |
| 6M | -44.7% | +41.4% | -86.1% | -50.7% |
| YTD | -53.6% | +14.3% | -67.8% | -56.0% |
| 1Y | -61.0% | +1.6% | -62.6% | -61.8% |
| 3Y | -24.7% | +102.7% | -127.4% | -41.4% |
| 5Y | -55.5% | +104.5% | -160.0% | -65.6% |
| All | +53.2% | +234.7% | -181.5% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling