+7.6%
EIX vs PNR
-35.8%
+43.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.5% | +31.7% | -23.2% | +4.1% |
| 3M | -13.5% | +2.6% | -16.1% | -14.0% |
| 6M | -12.4% | -6.4% | -6.0% | -12.4% |
| YTD | +5.9% | -33.4% | +39.3% | +10.5% |
| 1Y | +7.6% | -35.1% | +42.7% | +12.6% |
| All | +7.6% | -35.8% | +43.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling