+5.3%
PPG vs EQH
+2.5%
+2.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | -1.5% | +5.5% | -7.0% | -3.0% |
| 30D | -5.0% | +3.2% | -8.2% | -6.0% |
| 3M | +1.1% | +32.5% | -31.4% | -7.1% |
| 6M | -3.2% | +33.7% | -36.9% | -11.8% |
| YTD | +11.9% | +13.4% | -1.6% | +5.4% |
| 1Y | +5.3% | +0.6% | +4.7% | +1.5% |
| All | +5.3% | +2.5% | +2.9% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling