+795.7%
EIX vs PFG
+1,003.0%
-207.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | +0.7% | +2.3% | -1.6% | +0.2% |
| 30D | +8.8% | +7.6% | +1.2% | +6.9% |
| 3M | -10.9% | +2.5% | -13.4% | -11.5% |
| 6M | -10.3% | +16.6% | -26.9% | -13.7% |
| YTD | +5.8% | +34.1% | -28.2% | -1.7% |
| 1Y | +11.4% | +44.1% | -32.7% | +1.6% |
| 3Y | +11.1% | +86.3% | -75.2% | -5.1% |
| 5Y | +18.5% | +101.6% | -83.1% | -1.8% |
| 10Y | +32.2% | +197.9% | -165.6% | -4.1% |
| All | +795.7% | +1,003.0% | -207.2% | +302.0% |
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