+24.0%
EIX vs PNC
+51.0%
-27.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +4.1% | -0.7% | +4.8% | +4.3% |
| 30D | -15.3% | -4.4% | -10.9% | -14.1% |
| 3M | -18.4% | +4.5% | -22.9% | -19.6% |
| 6M | -16.8% | +19.1% | -35.9% | -21.4% |
| YTD | -0.6% | +18.0% | -18.6% | -6.2% |
| 1Y | +10.7% | +24.1% | -13.4% | +2.6% |
| 3Y | -4.5% | +130.0% | -134.5% | -27.6% |
| 5Y | +24.0% | +50.4% | -26.4% | +2.7% |
| All | +24.0% | +51.0% | -27.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling