+3,391.6%
PFE vs EIX
+1,158.5%
+2,233.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | -1.1% |
| 7D | -3.7% | +1.0% | -4.7% | -3.9% |
| 30D | +5.0% | +9.1% | -4.2% | +3.2% |
| 3M | +12.2% | -10.2% | +22.4% | +13.3% |
| 6M | +14.6% | -11.2% | +25.8% | +15.7% |
| YTD | +24.1% | +4.5% | +19.6% | +21.0% |
| 1Y | +26.6% | +10.9% | +15.7% | +21.8% |
| 3Y | +14.3% | +8.4% | +5.9% | +9.0% |
| 5Y | -21.9% | +18.0% | -39.9% | -27.4% |
| 10Y | +62.6% | +30.3% | +32.4% | +43.0% |
| All | +3,391.6% | +1,158.5% | +2,233.1% | +1,539.7% |
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