+49.3%
EIX vs PFGC
+465.8%
-416.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +1.0% | +8.5% | -7.5% | -0.5% |
| 30D | +9.1% | +15.0% | -5.9% | +6.4% |
| 3M | -10.2% | -6.2% | -4.1% | -9.4% |
| 6M | -11.2% | +15.7% | -27.0% | -13.6% |
| YTD | +4.5% | +19.6% | -15.1% | +0.8% |
| 1Y | +10.9% | +13.2% | -2.3% | +7.9% |
| 3Y | +8.4% | +77.0% | -68.5% | -2.7% |
| 5Y | +18.0% | +121.5% | -103.5% | +0.2% |
| 10Y | +30.3% | +354.5% | -324.3% | -0.9% |
| All | +49.3% | +465.8% | -416.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling