+49.3%
PTC vs EQH
+234.7%
-185.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | -7.3% | +0.7% | -8.0% | -7.5% |
| 30D | -11.6% | +2.8% | -14.5% | -12.6% |
| 3M | +10.5% | +23.1% | -12.6% | +1.6% |
| 6M | -17.8% | +41.4% | -59.2% | -29.1% |
| YTD | -24.9% | +14.3% | -39.2% | -29.8% |
| 1Y | -36.8% | +1.6% | -38.4% | -38.3% |
| 3Y | -8.7% | +102.7% | -111.4% | -33.7% |
| 5Y | +4.1% | +104.5% | -100.4% | -26.7% |
| All | +49.3% | +234.7% | -185.4% | -21.0% |
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