+132.9%
EIX vs PBF
+277.8%
-145.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.0% |
| 7D | +0.7% | -7.4% | +8.1% | +1.2% |
| 30D | +8.8% | -17.5% | +26.2% | +10.1% |
| 3M | -10.9% | +13.1% | -24.0% | -12.3% |
| 6M | -10.3% | +72.6% | -82.9% | -14.8% |
| YTD | +5.8% | +161.2% | -155.4% | -3.7% |
| 1Y | +11.4% | +93.3% | -82.0% | +3.7% |
| 3Y | +11.1% | +80.7% | -69.6% | +1.5% |
| 5Y | +18.5% | +396.1% | -377.6% | -3.4% |
| 10Y | +32.2% | +252.3% | -220.0% | -2.4% |
| All | +132.9% | +277.8% | -145.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling