+3,899.5%
PG vs EIX
+1,097.9%
+2,801.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.4% |
| 7D | -3.4% | +4.1% | -7.5% | -4.2% |
| 30D | -2.6% | -15.3% | +12.7% | -0.4% |
| 3M | -3.3% | -18.4% | +15.1% | -0.5% |
| 6M | -6.7% | -16.8% | +10.1% | -4.4% |
| YTD | +1.7% | -0.6% | +2.3% | +0.4% |
| 1Y | -7.9% | +10.7% | -18.6% | -11.2% |
| 3Y | +0.9% | -4.5% | +5.4% | -1.0% |
| 5Y | +12.6% | +24.0% | -11.4% | +4.4% |
| 10Y | +117.2% | +22.9% | +94.3% | +95.4% |
| All | +3,899.5% | +1,097.9% | +2,801.6% | +1,687.7% |
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