+29.4%
PR vs EQH
+249.1%
-219.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | +6.7% | +5.1% | +1.6% | +3.2% |
| 30D | -6.1% | +4.7% | -10.9% | -9.5% |
| 3M | +6.9% | +7.2% | -0.4% | +0.7% |
| 6M | +14.6% | +38.9% | -24.3% | -10.7% |
| YTD | +66.1% | +19.2% | +47.0% | +39.7% |
| 1Y | +77.0% | +25.5% | +51.5% | +43.0% |
| 3Y | +93.8% | +125.2% | -31.3% | -0.6% |
| 5Y | +268.2% | +81.6% | +186.6% | +114.6% |
| All | +29.4% | +249.1% | -219.7% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling