-75.4%
PSKY vs EQH
+234.7%
-310.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +11.6% | +2.8% | +8.7% | +9.7% |
| 3M | +1.5% | +23.1% | -21.6% | -10.3% |
| 6M | +7.7% | +41.4% | -33.7% | -13.5% |
| YTD | -20.1% | +14.3% | -34.4% | -27.9% |
| 1Y | -38.3% | +1.6% | -39.9% | -40.8% |
| 3Y | -17.7% | +102.7% | -120.4% | -52.4% |
| 5Y | -69.9% | +104.5% | -174.4% | -83.0% |
| All | -75.4% | +234.7% | -310.1% | -91.0% |
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 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