+1,640.2%
PWR vs EQH
+230.1%
+1,410.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | -0.2% | -1.8% | +1.5% | +0.6% |
| 30D | -7.7% | +2.4% | -10.2% | -9.0% |
| 3M | -4.9% | +26.3% | -31.2% | -15.7% |
| 6M | +9.7% | +35.8% | -26.1% | -7.1% |
| YTD | +46.7% | +12.7% | +34.0% | +34.9% |
| 1Y | +58.7% | +2.5% | +56.3% | +52.0% |
| 3Y | +200.7% | +98.6% | +102.1% | +99.8% |
| 5Y | +438.6% | +101.7% | +336.8% | +241.3% |
| All | +1,640.2% | +230.1% | +1,410.2% | +670.0% |
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 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