+45.7%
PRU vs EQH
+94.3%
-48.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -3.8% | -1.8% | -2.1% | -2.8% |
| 30D | -2.0% | +2.4% | -4.5% | -3.5% |
| 3M | +14.0% | +26.3% | -12.3% | -2.0% |
| 6M | +27.2% | +35.8% | -8.6% | +3.5% |
| YTD | +9.1% | +12.7% | -3.6% | -0.5% |
| 1Y | +18.1% | +2.5% | +15.6% | +13.9% |
| 3Y | +44.3% | +98.6% | -54.4% | -13.1% |
| 5Y | +45.7% | +101.7% | -56.0% | -17.8% |
| All | +45.7% | +94.3% | -48.6% | -17.8% |
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 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