+255.5%
PR vs EQH
+83.2%
+172.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -4.6% | +4.4% | -9.0% | -7.2% |
| 3M | +4.7% | +8.8% | -4.1% | -0.9% |
| 6M | +12.4% | +38.1% | -25.7% | -8.3% |
| YTD | +62.9% | +19.7% | +43.2% | +42.1% |
| 1Y | +70.6% | +27.8% | +42.8% | +42.0% |
| 3Y | +90.0% | +126.1% | -36.1% | +4.6% |
| 5Y | +255.5% | +83.3% | +172.2% | +129.6% |
| All | +255.5% | +83.2% | +172.4% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling