-33.4%
PYPL vs EQH
+226.9%
-260.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.3% | +1.1% | -5.4% | -4.8% |
| 30D | -11.5% | -1.1% | -10.4% | -11.1% |
| 3M | +26.1% | +25.0% | +1.1% | +13.8% |
| 6M | +13.7% | +33.9% | -20.2% | -1.4% |
| YTD | -9.8% | +11.6% | -21.4% | -15.2% |
| 1Y | -22.1% | +1.5% | -23.6% | -23.7% |
| 3Y | -13.5% | +96.7% | -110.2% | -37.5% |
| 5Y | -81.6% | +93.9% | -175.5% | -86.7% |
| All | -33.4% | +226.9% | -260.2% | -65.5% |
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