+35.4%
EIX vs PBF
+259.1%
-223.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -1.5% | +4.3% | -5.7% | -1.8% |
| 30D | +8.1% | -21.8% | +29.9% | +10.1% |
| 3M | -12.1% | +1.7% | -13.9% | -12.8% |
| 6M | -13.4% | +69.8% | -83.2% | -18.1% |
| YTD | +5.6% | +167.7% | -162.2% | -5.0% |
| 1Y | +7.8% | +89.0% | -81.1% | 0.0% |
| 3Y | +9.8% | +78.8% | -69.0% | -0.3% |
| 5Y | +18.8% | +415.4% | -396.6% | -5.7% |
| All | +35.4% | +259.1% | -223.7% | -2.5% |
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