+61.8%
PCG vs EIX
+28.1%
+33.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +0.3% |
| 7D | +5.4% | +0.9% | +4.5% | +4.7% |
| 30D | -15.1% | -13.5% | -1.6% | -5.4% |
| 3M | -9.8% | -15.3% | +5.4% | +1.7% |
| 6M | -18.0% | -15.3% | -2.7% | -7.4% |
| YTD | -7.2% | +2.7% | -10.0% | -8.8% |
| 1Y | +2.9% | +17.4% | -14.6% | -8.2% |
| 3Y | -11.1% | -1.3% | -9.8% | -12.0% |
| 5Y | +61.8% | +27.2% | +34.6% | +25.5% |
| All | +61.8% | +28.1% | +33.7% | +25.5% |
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