+1,058.2%
EIX vs PHM
+11,456.8%
-10,398.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -19.1% | -3.2% | -15.9% | -18.7% |
| 30D | -16.9% | -6.4% | -10.5% | -16.0% |
| 3M | -20.0% | +5.5% | -25.5% | -20.8% |
| 6M | -21.3% | -5.4% | -15.9% | -20.9% |
| YTD | -1.7% | +6.6% | -8.3% | -3.1% |
| 1Y | +9.6% | -8.8% | +18.4% | +10.6% |
| 3Y | -3.7% | +54.1% | -57.8% | -11.5% |
| 5Y | +22.6% | +144.5% | -121.9% | +3.2% |
| 10Y | +17.7% | +569.4% | -551.7% | -16.8% |
| All | +1,058.2% | +11,456.8% | -10,398.6% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling