+105.7%
PCG vs EIX
+1,083.9%
-978.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.8% |
| 7D | -13.9% | -19.1% | +5.2% | +0.6% |
| 30D | -16.9% | -16.9% | 0.0% | -4.7% |
| 3M | -14.7% | -20.0% | +5.3% | +0.2% |
| 6M | -23.8% | -21.3% | -2.5% | -9.3% |
| YTD | -10.5% | -1.7% | -8.8% | -9.6% |
| 1Y | -5.1% | +9.6% | -14.7% | -11.6% |
| 3Y | -11.6% | -3.7% | -7.9% | -11.2% |
| 5Y | +59.0% | +22.6% | +36.4% | +32.0% |
| 10Y | -75.7% | +17.7% | -93.4% | -76.8% |
| All | +105.7% | +1,083.9% | -978.2% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling