-2.0%
EIX vs PR
+73.2%
-75.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -19.1% | +2.9% | -22.0% | -19.4% |
| 30D | -16.9% | +18.0% | -34.9% | -18.6% |
| 3M | -20.0% | +16.9% | -36.9% | -21.7% |
| 6M | -21.3% | +28.2% | -49.5% | -24.2% |
| YTD | -1.7% | +69.3% | -71.0% | -9.1% |
| 1Y | +9.6% | +69.5% | -59.9% | +1.1% |
| All | -2.0% | +73.2% | -75.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling