+11.2%
EIX vs PL
+403.1%
-391.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.1% | +9.1% | -0.8% |
| 7D | +2.5% | -20.5% | +23.1% | +3.0% |
| 30D | +14.1% | -38.8% | +52.8% | +15.2% |
| 3M | -9.4% | -49.1% | +39.7% | -8.2% |
| 6M | -9.1% | -69.4% | +60.3% | -7.0% |
| YTD | +7.1% | -42.3% | +49.5% | +6.6% |
| 1Y | +13.3% | -14.2% | +27.4% | +10.5% |
| All | +11.2% | +403.1% | -391.9% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling