+16.6%
EIX vs PL
-0.6%
+17.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.0% |
| 7D | +4.5% | -11.7% | +16.2% | +4.3% |
| 30D | +15.2% | -27.1% | +42.3% | +14.6% |
| 3M | -11.6% | -44.6% | +33.0% | -12.5% |
| 6M | -8.4% | -67.2% | +58.8% | -9.6% |
| YTD | +8.2% | -35.9% | +44.0% | +7.9% |
| 1Y | +16.6% | -0.4% | +17.0% | +15.6% |
| All | +16.6% | -0.6% | +17.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling