+51.4%
EIX vs PFGC
+484.2%
-432.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.0% | +15.0% | -14.0% | -1.5% |
| 30D | +8.9% | +17.0% | -8.1% | +5.8% |
| 3M | -9.8% | -2.5% | -7.3% | -9.6% |
| 6M | -10.2% | +19.2% | -29.4% | -13.0% |
| YTD | +5.9% | +23.4% | -17.5% | +1.6% |
| 1Y | +10.9% | +13.9% | -3.0% | +7.8% |
| 3Y | +10.2% | +82.0% | -71.8% | -1.6% |
| 5Y | +17.0% | +128.7% | -111.6% | -1.1% |
| 10Y | +35.1% | +361.5% | -326.5% | +2.4% |
| All | +51.4% | +484.2% | -432.8% | +9.2% |
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 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