+21.0%
PFE vs EIX
+10.6%
+10.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | +0.3% | +8.5% | -8.2% | -0.6% |
| 3M | +9.4% | -13.5% | +22.8% | +10.7% |
| 6M | +14.9% | -12.4% | +27.2% | +15.8% |
| YTD | +23.8% | +5.9% | +17.9% | +19.9% |
| 1Y | +19.5% | +7.6% | +11.9% | +15.4% |
| 3Y | +21.0% | +12.8% | +8.3% | +20.9% |
| All | +21.0% | +10.6% | +10.5% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling