+18.0%
EIX vs PPG
+26.9%
-8.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -1.4% | -6.2% | +4.9% | +0.8% |
| 30D | -19.3% | -7.9% | -11.4% | -17.0% |
| 3M | -21.7% | -10.2% | -11.4% | -19.0% |
| 6M | -19.8% | +2.7% | -22.5% | -21.3% |
| YTD | -3.0% | +4.9% | -7.9% | -5.9% |
| 1Y | +5.1% | -3.2% | +8.3% | +4.7% |
| 3Y | -7.0% | -17.0% | +10.0% | -3.4% |
| 5Y | +22.0% | -23.3% | +45.4% | +27.3% |
| All | +18.0% | +26.9% | -8.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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