+1,148.0%
EIX vs PPG
+3,036.2%
-1,888.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +1.4% | +0.7% | +0.6% | +1.1% |
| 30D | +8.5% | +17.6% | -9.0% | +3.0% |
| 3M | -13.5% | +7.5% | -20.9% | -15.6% |
| 6M | -12.4% | +17.6% | -30.0% | -17.3% |
| YTD | +5.9% | +22.6% | -16.7% | -2.0% |
| 1Y | +7.6% | +28.0% | -20.4% | -1.9% |
| 3Y | +12.8% | +1.8% | +11.0% | +9.4% |
| 5Y | +19.2% | -15.5% | +34.7% | +20.2% |
| 10Y | +34.9% | +54.9% | -20.0% | +8.3% |
| All | +1,148.0% | +3,036.2% | -1,888.2% | +322.3% |
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