+94.5%
PSA vs EQH
+230.1%
-135.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.6% | -1.8% | -1.9% | -3.3% |
| 30D | -9.4% | +2.4% | -11.8% | -9.8% |
| 3M | -8.2% | +26.3% | -34.5% | -12.3% |
| 6M | -1.8% | +35.8% | -37.7% | -7.7% |
| YTD | +15.7% | +12.7% | +3.1% | +12.4% |
| 1Y | +6.3% | +2.5% | +3.8% | +4.8% |
| 3Y | +21.6% | +98.6% | -77.1% | +3.4% |
| 5Y | +13.5% | +101.7% | -88.2% | -5.1% |
| All | +94.5% | +230.1% | -135.5% | +36.2% |
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