+27.2%
EIX vs PSKY
-70.7%
+97.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.4% |
| 3M | -15.3% | +4.4% | -19.7% | -15.5% |
| 6M | -15.3% | -9.0% | -6.3% | -15.1% |
| YTD | +2.7% | -18.6% | +21.3% | +3.6% |
| 1Y | +17.4% | -27.7% | +45.2% | +19.1% |
| 3Y | -1.3% | -16.9% | +15.5% | -3.3% |
| 5Y | +27.2% | -70.3% | +97.5% | +31.0% |
| All | +27.2% | -70.7% | +97.9% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling