+731.9%
EIX vs PFG
+1,015.3%
-283.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.2% |
| 7D | -19.1% | +5.5% | -24.6% | -20.1% |
| 30D | -16.9% | +2.4% | -19.3% | -17.4% |
| 3M | -20.0% | +13.6% | -33.6% | -22.5% |
| 6M | -21.3% | +27.9% | -49.2% | -25.9% |
| YTD | -1.7% | +35.6% | -37.3% | -8.9% |
| 1Y | +9.6% | +48.5% | -38.9% | -0.7% |
| 3Y | -3.7% | +66.9% | -70.5% | -15.6% |
| 5Y | +22.6% | +111.0% | -88.3% | +0.6% |
| 10Y | +17.7% | +244.5% | -226.8% | -17.1% |
| All | +731.9% | +1,015.3% | -283.4% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling