+33.9%
EIX vs PR
+147.8%
-113.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.8% |
| 7D | +2.5% | -16.5% | +19.1% | +3.3% |
| 30D | +14.1% | -4.5% | +18.6% | +14.2% |
| 3M | -9.4% | +8.5% | -18.0% | -9.9% |
| 6M | -9.1% | -3.3% | -5.8% | -9.1% |
| YTD | +7.1% | +55.7% | -48.6% | +4.6% |
| 1Y | +13.3% | +82.0% | -68.8% | +9.8% |
| 3Y | +10.9% | +62.5% | -51.6% | +7.4% |
| 5Y | +21.0% | +223.9% | -202.9% | +12.9% |
| 10Y | +33.6% | +64.2% | -30.6% | +25.9% |
| All | +33.9% | +147.8% | -113.9% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling