+190.4%
EIX vs PSLV
+115.4%
+75.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.6% |
| 30D | -13.5% | +3.5% | -17.0% | -13.9% |
| 3M | -15.3% | +0.3% | -15.5% | -15.5% |
| 6M | -15.3% | -21.0% | +5.7% | -13.8% |
| YTD | +2.7% | -8.9% | +11.6% | +1.2% |
| 1Y | +17.4% | +54.0% | -36.5% | +8.1% |
| 3Y | -1.3% | +175.4% | -176.8% | -16.2% |
| 5Y | +27.2% | +157.7% | -130.5% | +8.0% |
| 10Y | +22.7% | +184.9% | -162.2% | -0.1% |
| All | +190.4% | +115.4% | +75.0% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling