+32.2%
EIX vs PBF
+299.9%
-267.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.0% |
| 7D | +0.7% | -7.4% | +8.1% | +1.3% |
| 30D | +8.8% | -17.5% | +26.2% | +10.3% |
| 3M | -10.9% | +13.1% | -24.0% | -12.4% |
| 6M | -10.3% | +72.6% | -82.9% | -15.2% |
| YTD | +5.8% | +161.2% | -155.4% | -4.5% |
| 1Y | +11.4% | +93.3% | -82.0% | +3.0% |
| 3Y | +11.1% | +80.7% | -69.6% | +0.7% |
| 5Y | +18.5% | +396.1% | -377.6% | -5.7% |
| 10Y | +32.2% | +252.3% | -220.0% | -5.6% |
| All | +32.2% | +299.9% | -267.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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