+17.9%
EIX vs PCOR
-19.6%
+37.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +1.0% | +22.7% | -21.7% | -0.6% |
| 30D | +9.1% | +37.5% | -28.3% | +6.5% |
| 3M | -10.2% | +35.2% | -45.4% | -12.4% |
| 6M | -11.2% | +42.2% | -53.5% | -13.9% |
| YTD | +4.5% | +3.6% | +0.9% | +3.7% |
| 1Y | +10.9% | -4.8% | +15.6% | +10.9% |
| 3Y | +8.4% | +48.3% | -39.9% | +2.0% |
| All | +17.9% | -19.6% | +37.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling