+204.6%
PSX vs EQH
+234.7%
-30.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +15.6% | +2.8% | +12.8% | +13.7% |
| 3M | +46.5% | +23.1% | +23.4% | +30.2% |
| 6M | +55.0% | +41.4% | +13.6% | +25.8% |
| YTD | +105.3% | +14.3% | +91.0% | +85.4% |
| 1Y | +101.6% | +1.6% | +100.0% | +92.8% |
| 3Y | +134.1% | +102.7% | +31.4% | +46.4% |
| 5Y | +368.7% | +104.5% | +264.1% | +178.1% |
| All | +204.6% | +234.7% | -30.1% | +30.1% |
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