+28.0%
EIX vs PTC
+334.9%
-306.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +9.1% | +0.8% | +8.4% | +9.0% |
| 3M | -10.2% | +32.1% | -42.3% | -14.7% |
| 6M | -11.2% | +42.6% | -53.9% | -17.3% |
| YTD | +4.5% | +12.0% | -7.5% | +1.5% |
| 1Y | +10.9% | +12.2% | -1.3% | +7.6% |
| 3Y | +8.4% | +31.2% | -22.8% | +0.3% |
| 5Y | +18.0% | +54.9% | -36.9% | +4.1% |
| All | +28.0% | +334.9% | -306.9% | -7.1% |
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