+22.7%
EIX vs PTC
+204.7%
-182.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.5% | +10.0% | +5.4% |
| 7D | +0.9% | -12.8% | +13.7% | +3.1% |
| 30D | -13.5% | -9.8% | -3.8% | -12.2% |
| 3M | -15.3% | -2.1% | -13.2% | -15.5% |
| 6M | -15.3% | -18.1% | +2.8% | -13.0% |
| YTD | +2.7% | -23.5% | +26.2% | +6.6% |
| 1Y | +17.4% | -37.4% | +54.8% | +26.5% |
| 3Y | -1.3% | -7.2% | +5.9% | -3.1% |
| 5Y | +27.2% | +2.7% | +24.5% | +20.5% |
| 10Y | +22.7% | +203.4% | -180.7% | -9.6% |
| All | +22.7% | +204.7% | -182.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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