+85.5%
PR vs EQH
+100.4%
-14.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.9% |
| 7D | -0.6% | +5.4% | -6.0% | -2.7% |
| 30D | +17.4% | +1.0% | +16.4% | +16.5% |
| 3M | +21.8% | +26.7% | -5.0% | +8.8% |
| 6M | +27.6% | +34.4% | -6.8% | +9.4% |
| YTD | +71.4% | +11.5% | +60.0% | +61.3% |
| 1Y | +78.3% | +0.4% | +77.9% | +77.6% |
| 3Y | +85.5% | +96.5% | -11.0% | +36.9% |
| All | +85.5% | +100.4% | -14.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling