-75.9%
PSKY vs EQH
+230.1%
-305.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | -6.0% | -1.8% | -4.2% | -5.0% |
| 30D | +10.7% | +2.4% | +8.2% | +9.0% |
| 3M | +1.2% | +26.3% | -25.1% | -12.0% |
| 6M | +1.5% | +35.8% | -34.3% | -16.5% |
| YTD | -21.8% | +12.7% | -34.4% | -28.9% |
| 1Y | -30.2% | +2.5% | -32.6% | -33.2% |
| 3Y | -20.1% | +98.6% | -118.7% | -53.2% |
| 5Y | -70.5% | +101.7% | -172.2% | -83.2% |
| All | -75.9% | +230.1% | -305.9% | -91.2% |
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