+22.7%
EIX vs PFG
+110.8%
-88.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.3% |
| 7D | -19.1% | +5.5% | -24.6% | -20.4% |
| 30D | -16.9% | +2.4% | -19.3% | -17.5% |
| 3M | -20.0% | +13.6% | -33.6% | -23.2% |
| 6M | -21.3% | +27.9% | -49.2% | -27.4% |
| YTD | -1.7% | +35.6% | -37.3% | -11.3% |
| 1Y | +9.6% | +48.5% | -38.9% | -4.3% |
| 3Y | -3.7% | +66.9% | -70.5% | -20.0% |
| All | +22.7% | +110.8% | -88.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling