+18.0%
EIX vs PSLV
+190.6%
-172.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.4% | -3.5% | +2.1% | -0.9% |
| 30D | -19.3% | -2.1% | -17.2% | -19.2% |
| 3M | -21.7% | -1.6% | -20.0% | -21.8% |
| 6M | -19.8% | -25.5% | +5.7% | -17.2% |
| YTD | -3.0% | -11.4% | +8.4% | -5.5% |
| 1Y | +5.1% | +48.6% | -43.5% | -8.4% |
| 3Y | -7.0% | +166.9% | -173.8% | -29.8% |
| 5Y | +22.0% | +152.4% | -130.4% | -8.2% |
| All | +18.0% | +190.6% | -172.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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