+23.6%
EIX vs PL
+84.9%
-61.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -19.1% | -9.3% | -9.8% | -18.9% |
| 30D | -16.9% | -18.9% | +2.0% | -16.4% |
| 3M | -20.0% | -58.4% | +38.4% | -17.9% |
| 6M | -21.3% | -30.3% | +9.0% | -21.3% |
| YTD | -1.7% | -8.1% | +6.4% | -3.1% |
| 1Y | +9.6% | +180.5% | -170.9% | +1.4% |
| 3Y | -3.7% | +444.1% | -447.8% | -17.3% |
| 5Y | +22.6% | +83.0% | -60.4% | +7.0% |
| All | +23.6% | +84.9% | -61.3% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling