+33.1%
EIX vs PL
+40.9%
-7.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.3% |
| 7D | +1.4% | +10.0% | -8.7% | +1.1% |
| 30D | +8.5% | -2.3% | +10.8% | +8.5% |
| 3M | -13.5% | -44.2% | +30.7% | -12.0% |
| 6M | -12.4% | -66.1% | +53.7% | -9.7% |
| YTD | +5.9% | -30.0% | +35.9% | +5.1% |
| 1Y | +7.6% | +21.0% | -13.4% | +3.8% |
| 3Y | +12.8% | +516.5% | -503.7% | -4.3% |
| 5Y | +19.2% | +32.0% | -12.8% | +5.4% |
| All | +33.1% | +40.9% | -7.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling