+3,280.0%
PFE vs EIX
+1,083.9%
+2,196.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 3M | +12.7% | -20.0% | +32.7% | +16.4% |
| 6M | +10.5% | -21.3% | +31.9% | +14.5% |
| YTD | +20.2% | -1.7% | +21.9% | +18.7% |
| 1Y | +24.1% | +9.6% | +14.5% | +19.7% |
| 3Y | -3.6% | -3.7% | +0.1% | -5.8% |
| 5Y | -20.9% | +22.6% | -43.5% | -26.9% |
| 10Y | +35.8% | +17.7% | +18.2% | +22.0% |
| All | +3,280.0% | +1,083.9% | +2,196.0% | +1,508.5% |
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