+22.7%
EIX vs PR
+433.6%
-411.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.3% |
| 3M | -20.0% | +16.9% | -36.9% | -21.4% |
| 6M | -21.3% | +28.2% | -49.5% | -23.6% |
| YTD | -1.7% | +69.3% | -71.0% | -7.4% |
| 1Y | +9.6% | +69.5% | -59.9% | +3.1% |
| 3Y | -3.7% | +81.7% | -85.4% | -11.4% |
| All | +22.7% | +433.6% | -411.0% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling