+2.5%
PTC vs EQH
+94.3%
-91.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -14.2% | -1.8% | -12.5% | -13.6% |
| 30D | -14.4% | +2.4% | -16.9% | -15.3% |
| 3M | -4.7% | +26.3% | -31.0% | -13.2% |
| 6M | -19.3% | +35.8% | -55.1% | -29.1% |
| YTD | -26.1% | +12.7% | -38.8% | -30.3% |
| 1Y | -37.1% | +2.5% | -39.5% | -38.5% |
| 3Y | -10.4% | +98.6% | -109.0% | -34.6% |
| 5Y | +2.5% | +101.7% | -99.2% | -29.6% |
| All | +2.5% | +94.3% | -91.8% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling