+78.8%
PRU vs EQH
+234.7%
-155.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.3% |
| 7D | -2.3% | +0.7% | -3.0% | -2.8% |
| 30D | -1.7% | +2.8% | -4.6% | -3.8% |
| 3M | +13.2% | +23.1% | -9.8% | -3.2% |
| 6M | +28.8% | +41.4% | -12.6% | -1.7% |
| YTD | +9.8% | +14.3% | -4.5% | -2.9% |
| 1Y | +17.4% | +1.6% | +15.8% | +12.3% |
| 3Y | +44.9% | +102.7% | -57.8% | -20.4% |
| 5Y | +46.6% | +104.5% | -57.9% | -22.7% |
| All | +78.8% | +234.7% | -155.9% | -35.6% |
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 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