-8.7%
PTC vs EQH
+100.2%
-109.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.5% |
| 3M | +10.5% | +23.1% | -12.6% | +2.6% |
| 6M | -17.8% | +41.4% | -59.2% | -28.2% |
| YTD | -24.9% | +14.3% | -39.2% | -28.9% |
| 1Y | -36.8% | +1.6% | -38.4% | -37.6% |
| 3Y | -8.7% | +102.7% | -111.4% | -31.4% |
| All | -8.7% | +100.2% | -109.0% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling