+14.1%
PCG vs EIX
+18.0%
-3.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -0.1% |
| 7D | -1.6% | +1.0% | -2.6% | -2.4% |
| 30D | +1.4% | +9.1% | -7.7% | -5.0% |
| 3M | -23.4% | -10.2% | -13.2% | -17.0% |
| 6M | -19.4% | -11.2% | -8.1% | -12.1% |
| YTD | -18.5% | +4.5% | -23.0% | -20.9% |
| 1Y | -19.5% | +10.9% | -30.4% | -25.1% |
| 3Y | -21.0% | +8.4% | -29.4% | -26.8% |
| All | +14.1% | +18.0% | -3.9% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling