+19.6%
EIX vs PSKY
-75.1%
+94.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +0.8% | -6.0% | +6.8% | +1.5% |
| 30D | -18.8% | +10.7% | -29.5% | -19.8% |
| 3M | -19.7% | +1.2% | -20.8% | -20.0% |
| 6M | -18.2% | +1.5% | -19.7% | -18.9% |
| YTD | -1.7% | -21.8% | +20.0% | +0.1% |
| 1Y | +7.8% | -30.2% | +37.9% | +10.5% |
| 3Y | -5.6% | -20.1% | +14.5% | -8.7% |
| 5Y | +23.7% | -70.5% | +94.2% | +34.5% |
| All | +19.6% | -75.1% | +94.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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