+28.0%
EIX vs PR
+66.0%
-38.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.6% |
| 7D | +1.0% | -16.4% | +17.4% | +1.8% |
| 30D | +9.1% | -1.9% | +11.0% | +9.1% |
| 3M | -10.2% | +8.0% | -18.2% | -10.7% |
| 6M | -11.2% | +4.1% | -15.3% | -11.6% |
| YTD | +4.5% | +58.7% | -54.2% | +1.9% |
| 1Y | +10.9% | +75.8% | -65.0% | +7.6% |
| 3Y | +8.4% | +73.2% | -64.7% | +4.7% |
| 5Y | +18.0% | +230.1% | -212.2% | +9.9% |
| All | +28.0% | +66.0% | -38.1% | +21.7% |
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