+33.8%
PR vs EQH
+230.1%
-196.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +1.0% |
| 30D | +10.4% | +2.4% | +8.0% | +8.1% |
| 3M | +21.1% | +26.3% | -5.2% | +1.8% |
| 6M | +28.8% | +35.8% | -7.1% | +0.6% |
| YTD | +71.8% | +12.7% | +59.1% | +51.0% |
| 1Y | +73.3% | +2.5% | +70.8% | +61.3% |
| 3Y | +85.9% | +98.6% | -12.8% | +4.1% |
| 5Y | +421.8% | +101.7% | +320.1% | +182.8% |
| All | +33.8% | +230.1% | -196.3% | -13.4% |
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