+1,058.2%
EIX vs PNR
+3,652.8%
-2,594.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -19.1% | -2.4% | -16.7% | -18.6% |
| 30D | -16.9% | -12.8% | -4.1% | -14.4% |
| 3M | -20.0% | -17.0% | -3.0% | -17.1% |
| 6M | -21.3% | -37.4% | +16.1% | -13.6% |
| YTD | -1.7% | -41.6% | +39.9% | +9.4% |
| 1Y | +9.6% | -44.6% | +54.2% | +23.2% |
| 3Y | -3.7% | -12.1% | +8.5% | -2.9% |
| 5Y | +22.6% | -17.4% | +40.0% | +23.4% |
| 10Y | +17.7% | +64.0% | -46.3% | +0.3% |
| All | +1,058.2% | +3,652.8% | -2,594.6% | +600.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling