+33.2%
EIX vs PL
+45.6%
-12.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +1.0% | +5.6% | -4.7% | +0.7% |
| 30D | +8.9% | -16.9% | +25.8% | +9.4% |
| 3M | -9.8% | -38.2% | +28.4% | -8.6% |
| 6M | -10.2% | -63.4% | +53.2% | -7.8% |
| YTD | +5.9% | -27.6% | +33.6% | +5.1% |
| 1Y | +10.9% | +6.6% | +4.3% | +7.7% |
| 3Y | +10.2% | +557.6% | -547.4% | -6.8% |
| 5Y | +17.0% | +39.5% | -22.5% | +3.4% |
| All | +33.2% | +45.6% | -12.4% | +16.6% |
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 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