+35.9%
EIX vs PNR
+99.2%
-63.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.5% | +31.7% | -23.2% | -1.3% |
| 3M | -13.5% | +2.6% | -16.1% | -14.5% |
| 6M | -12.4% | -6.4% | -6.0% | -11.5% |
| YTD | +5.9% | -33.4% | +39.3% | +19.2% |
| 1Y | +7.6% | -35.1% | +42.7% | +22.1% |
| 3Y | +12.8% | +17.1% | -4.3% | +1.4% |
| 5Y | +19.2% | -3.5% | +22.8% | +12.1% |
| All | +35.9% | +99.2% | -63.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling