+10.7%
EIX vs PFGC
-8.5%
+19.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | +4.1% | -3.7% | +7.8% | +4.9% |
| 30D | -15.3% | -16.0% | +0.6% | -12.7% |
| 3M | -18.4% | -4.1% | -14.3% | -17.5% |
| 6M | -16.8% | +8.7% | -25.5% | -17.9% |
| YTD | -0.6% | +6.4% | -6.9% | -2.8% |
| 1Y | +10.7% | -8.4% | +19.0% | +13.2% |
| All | +10.7% | -8.5% | +19.2% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling