-1.3%
EIX vs PSKY
-12.8%
+11.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.5% |
| 7D | +0.9% | +2.4% | -1.5% | +0.8% |
| 30D | -13.5% | +17.5% | -31.1% | -14.1% |
| 3M | -15.3% | +4.4% | -19.7% | -15.4% |
| 6M | -15.3% | -9.0% | -6.3% | -15.1% |
| YTD | +2.7% | -18.6% | +21.3% | +3.5% |
| 1Y | +17.4% | -27.7% | +45.2% | +19.0% |
| 3Y | -1.3% | -16.9% | +15.5% | -2.2% |
| All | -1.3% | -12.8% | +11.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling