+1,058.2%
EIX vs PPG
+2,762.5%
-1,704.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -19.1% | -1.5% | -17.6% | -18.7% |
| 30D | -16.9% | -5.0% | -12.0% | -15.5% |
| 3M | -20.0% | +1.1% | -21.1% | -20.6% |
| 6M | -21.3% | -3.2% | -18.1% | -21.2% |
| YTD | -1.7% | +11.9% | -13.6% | -6.2% |
| 1Y | +9.6% | +5.3% | +4.2% | +6.4% |
| 3Y | -3.7% | -15.0% | +11.3% | -1.0% |
| 5Y | +22.6% | -19.6% | +42.2% | +25.7% |
| 10Y | +17.7% | +27.0% | -9.4% | +0.6% |
| All | +1,058.2% | +2,762.5% | -1,704.3% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling