+37.5%
EIX vs PCOR
-10.0%
+47.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.5% | +23.7% | -21.2% | +1.1% |
| 30D | +14.1% | +39.0% | -24.9% | +11.6% |
| 3M | -9.4% | +35.8% | -45.2% | -11.3% |
| 6M | -9.1% | +38.2% | -47.3% | -11.3% |
| YTD | +7.1% | +3.9% | +3.2% | +6.4% |
| 1Y | +13.3% | +5.7% | +7.6% | +12.2% |
| 3Y | +10.9% | +44.8% | -33.9% | +5.7% |
| 5Y | +21.0% | -19.8% | +40.7% | +11.7% |
| All | +37.5% | -10.0% | +47.5% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling