+26.1%
EIX vs PCOR
-30.9%
+57.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.1% |
| 7D | -19.1% | -9.0% | -10.1% | -18.6% |
| 30D | -16.9% | +4.2% | -21.1% | -17.1% |
| 3M | -20.0% | +14.4% | -34.4% | -20.8% |
| 6M | -21.3% | +0.2% | -21.5% | -21.6% |
| YTD | -1.7% | -20.3% | +18.5% | -0.5% |
| 1Y | +9.6% | -16.1% | +25.7% | +10.2% |
| 3Y | -3.7% | -14.7% | +11.0% | -4.8% |
| 5Y | +22.6% | -43.2% | +65.8% | +15.0% |
| All | +26.1% | -30.9% | +57.1% | +18.6% |
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