+31.8%
PR vs EQH
+232.3%
-200.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | +2.9% | +5.5% | -2.6% | -0.8% |
| 30D | +18.0% | +3.2% | +14.8% | +15.0% |
| 3M | +16.9% | +32.5% | -15.7% | -5.0% |
| 6M | +28.2% | +33.7% | -5.5% | +1.3% |
| YTD | +69.3% | +13.4% | +55.9% | +48.2% |
| 1Y | +69.5% | +0.6% | +68.9% | +60.0% |
| 3Y | +81.7% | +95.1% | -13.4% | +3.2% |
| 5Y | +422.2% | +92.7% | +329.6% | +192.7% |
| All | +31.8% | +232.3% | -200.5% | -15.0% |
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