-1.3%
EIX vs PHM
+52.3%
-53.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +5.3% |
| 7D | +0.9% | -2.5% | +3.4% | +1.4% |
| 30D | -13.5% | -9.7% | -3.9% | -11.5% |
| 3M | -15.3% | +2.2% | -17.5% | -15.9% |
| 6M | -15.3% | -5.7% | -9.7% | -14.6% |
| YTD | +2.7% | +2.8% | -0.1% | +1.4% |
| 1Y | +17.4% | -14.4% | +31.9% | +20.7% |
| 3Y | -1.3% | +52.2% | -53.5% | -19.2% |
| All | -1.3% | +52.3% | -53.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling