+35.6%
PFE vs EIX
+17.2%
+18.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +1.8% | -19.1% | +20.8% | +5.2% |
| 30D | +10.2% | -16.9% | +27.1% | +13.1% |
| 3M | +12.7% | -20.0% | +32.7% | +16.5% |
| 6M | +10.5% | -21.3% | +31.9% | +14.5% |
| YTD | +20.2% | -1.7% | +21.9% | +18.1% |
| 1Y | +24.1% | +9.6% | +14.5% | +18.9% |
| 3Y | -3.6% | -3.7% | +0.1% | -6.4% |
| 5Y | -20.9% | +22.6% | -43.5% | -28.0% |
| All | +35.6% | +17.2% | +18.4% | +21.0% |
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 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