+160.3%
EIX vs PSKY
-63.1%
+223.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.0% |
| 7D | +1.1% | -24.6% | +25.7% | +4.0% |
| 30D | +1.3% | -36.1% | +37.4% | +6.0% |
| 3M | +3.0% | -53.8% | +56.9% | +7.3% |
| 6M | +3.0% | -53.8% | +56.9% | +7.3% |
| YTD | +3.0% | -53.8% | +56.9% | +7.3% |
| 1Y | +4.2% | -58.4% | +62.5% | +10.5% |
| 3Y | -1.4% | -40.7% | +39.3% | -7.8% |
| 5Y | +24.1% | -80.0% | +104.1% | +36.3% |
| 10Y | +21.8% | -84.4% | +106.2% | +22.2% |
| All | +160.3% | -63.1% | +223.3% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling