+50.7%
PFE vs EIX
+34.4%
+16.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.0% | -2.5% | -0.4% | -2.5% |
| 30D | +5.2% | +7.7% | -2.5% | +3.6% |
| 3M | +12.2% | -12.9% | +25.1% | +14.1% |
| 6M | +17.8% | -12.7% | +30.5% | +19.4% |
| YTD | +26.2% | +5.5% | +20.7% | +22.1% |
| 1Y | +23.2% | +9.4% | +13.8% | +18.2% |
| 3Y | +21.3% | +9.7% | +11.6% | +14.3% |
| 5Y | -23.1% | +16.9% | -40.0% | -29.3% |
| 10Y | +50.7% | +34.3% | +16.4% | +29.8% |
| All | +50.7% | +34.4% | +16.3% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling