-4.1%
EIX vs PBF
+64.9%
-68.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -19.1% | +4.3% | -23.4% | -19.3% |
| 30D | -16.9% | +22.0% | -38.9% | -17.9% |
| 3M | -20.0% | +74.5% | -94.5% | -22.6% |
| 6M | -21.3% | +67.7% | -89.0% | -24.1% |
| YTD | -1.7% | +179.2% | -180.9% | -9.0% |
| 1Y | +9.6% | +170.0% | -160.4% | +1.0% |
| All | -4.1% | +64.9% | -68.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling