-12.3%
PYPL vs EQH
+100.2%
-112.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -9.0% | +2.8% | -11.9% | -10.4% |
| 3M | +30.6% | +23.1% | +7.5% | +16.9% |
| 6M | +18.6% | +41.4% | -22.8% | -2.6% |
| YTD | -7.2% | +14.3% | -21.4% | -14.1% |
| 1Y | -19.3% | +1.6% | -20.9% | -20.3% |
| 3Y | -12.3% | +102.7% | -115.0% | -46.7% |
| All | -12.3% | +100.2% | -112.5% | -46.7% |
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