+24.0%
EIX vs PNR
-20.5%
+44.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.7% |
| 7D | +4.1% | -3.9% | +8.0% | +5.2% |
| 30D | -15.3% | -13.8% | -1.5% | -11.8% |
| 3M | -18.4% | -22.5% | +4.1% | -13.2% |
| 6M | -16.8% | -37.2% | +20.3% | -6.3% |
| YTD | -0.6% | -44.2% | +43.7% | +15.6% |
| 1Y | +10.7% | -46.6% | +57.3% | +30.3% |
| 3Y | -4.5% | -12.5% | +8.0% | -5.1% |
| 5Y | +24.0% | -19.3% | +43.4% | +14.9% |
| All | +24.0% | -20.5% | +44.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling