+116.1%
PG vs EIX
+19.9%
+96.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +0.8% | -19.3% | +20.1% | +4.7% |
| 3M | -1.3% | -21.7% | +20.3% | +3.1% |
| 6M | -3.8% | -19.8% | +16.0% | -0.2% |
| YTD | +3.6% | -3.0% | +6.7% | +2.2% |
| 1Y | -5.7% | +5.1% | -10.8% | -9.1% |
| 3Y | +1.6% | -7.0% | +8.6% | -0.7% |
| 5Y | +14.6% | +22.0% | -7.4% | +3.3% |
| All | +116.1% | +19.9% | +96.3% | +83.2% |
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