-31.4%
PYPL vs EQH
+234.7%
-266.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -9.0% | +2.8% | -11.9% | -10.2% |
| 3M | +30.6% | +23.1% | +7.5% | +18.7% |
| 6M | +18.6% | +41.4% | -22.8% | +0.4% |
| YTD | -7.2% | +14.3% | -21.4% | -13.6% |
| 1Y | -19.3% | +1.6% | -20.9% | -21.0% |
| 3Y | -12.3% | +102.7% | -115.0% | -37.4% |
| 5Y | -80.9% | +104.5% | -185.4% | -86.5% |
| All | -31.4% | +234.7% | -266.1% | -64.8% |
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