-18.4%
PCG vs EIX
+10.6%
-29.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.5% | +1.0% | -1.4% | -1.2% |
| 30D | +0.8% | +8.9% | -8.1% | -5.6% |
| 3M | -22.0% | -9.8% | -12.3% | -15.7% |
| 6M | -17.1% | -10.2% | -6.9% | -10.3% |
| YTD | -16.9% | +5.9% | -22.8% | -20.0% |
| 1Y | -19.1% | +10.9% | -30.0% | -24.6% |
| All | -18.4% | +10.6% | -29.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling