+82.8%
PPL vs EQH
+252.0%
-169.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -0.4% | +6.5% | -6.9% | -2.1% |
| 30D | +2.6% | +6.1% | -3.4% | +0.8% |
| 3M | +0.8% | +6.2% | -5.4% | -1.2% |
| 6M | +1.4% | +38.1% | -36.6% | -8.2% |
| YTD | +4.3% | +20.2% | -15.9% | -2.6% |
| 1Y | +0.8% | +27.6% | -26.8% | -7.7% |
| 3Y | +57.9% | +128.8% | -70.9% | +14.2% |
| 5Y | +48.3% | +83.1% | -34.8% | +12.1% |
| All | +82.8% | +252.0% | -169.2% | -5.6% |
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