+10.2%
EIX vs PHM
+64.0%
-53.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | +1.0% | +2.9% | -2.0% | +0.3% |
| 30D | +8.9% | +16.5% | -7.6% | +5.0% |
| 3M | -9.8% | +0.6% | -10.4% | -10.1% |
| 6M | -10.2% | +11.6% | -21.8% | -12.8% |
| YTD | +5.9% | +12.1% | -6.2% | +2.4% |
| 1Y | +10.9% | +9.6% | +1.3% | +7.6% |
| 3Y | +10.2% | +62.3% | -52.1% | -14.0% |
| All | +10.2% | +64.0% | -53.8% | -14.0% |
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