+35.4%
EIX vs PTC
+313.0%
-277.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | +8.1% | +1.2% | +6.9% | +7.9% |
| 3M | -12.1% | +32.6% | -44.7% | -16.6% |
| 6M | -13.4% | +36.1% | -49.5% | -18.6% |
| YTD | +5.6% | +12.7% | -7.1% | +2.4% |
| 1Y | +7.8% | +10.2% | -2.3% | +5.0% |
| 3Y | +9.8% | +29.4% | -19.6% | +1.9% |
| 5Y | +18.8% | +61.1% | -42.2% | +4.1% |
| All | +35.4% | +313.0% | -277.5% | -1.4% |
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