+22.9%
EIX vs PBF
+351.3%
-328.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.2% |
| 7D | +4.1% | +1.4% | +2.7% | +4.0% |
| 30D | -15.3% | +15.8% | -31.2% | -16.5% |
| 3M | -18.4% | +90.3% | -108.7% | -23.1% |
| 6M | -16.8% | +102.8% | -119.6% | -22.4% |
| YTD | -0.6% | +187.3% | -187.9% | -10.5% |
| 1Y | +10.7% | +161.8% | -151.2% | -0.1% |
| 3Y | -4.5% | +55.5% | -60.0% | -11.7% |
| 5Y | +24.0% | +801.9% | -777.9% | -6.4% |
| 10Y | +22.9% | +362.2% | -339.3% | -11.0% |
| All | +22.9% | +351.3% | -328.4% | -11.0% |
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