+34.9%
EIX vs PR
+68.1%
-33.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +1.0% | -9.5% | +10.5% | +1.4% |
| 30D | +8.9% | -5.7% | +14.5% | +9.1% |
| 3M | -9.8% | +3.0% | -12.8% | -10.0% |
| 6M | -10.2% | +11.8% | -22.0% | -10.9% |
| YTD | +5.9% | +58.5% | -52.5% | +3.4% |
| 1Y | +10.9% | +69.9% | -59.0% | +7.8% |
| 3Y | +10.2% | +84.9% | -74.7% | +6.2% |
| 5Y | +17.0% | +246.4% | -229.4% | +8.9% |
| All | +34.9% | +68.1% | -33.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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