+1,058.2%
EIX vs PNC
+4,099.5%
-3,041.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -19.1% | +1.4% | -20.5% | -19.3% |
| 30D | -16.9% | -3.8% | -13.1% | -16.2% |
| 3M | -20.0% | +9.0% | -29.0% | -21.6% |
| 6M | -21.3% | +16.6% | -38.0% | -24.1% |
| YTD | -1.7% | +20.4% | -22.1% | -6.1% |
| 1Y | +9.6% | +22.3% | -12.8% | +4.2% |
| 3Y | -3.7% | +124.5% | -128.2% | -20.6% |
| 5Y | +22.6% | +54.1% | -31.5% | +8.4% |
| 10Y | +17.7% | +276.3% | -258.6% | -16.0% |
| All | +1,058.2% | +4,099.5% | -3,041.3% | +355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling