+8.4%
EIX vs PTC
+32.2%
-23.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.1% |
| 3M | -10.2% | +32.1% | -42.3% | -11.7% |
| 6M | -11.2% | +42.6% | -53.9% | -13.2% |
| YTD | +4.5% | +12.0% | -7.5% | +5.4% |
| 1Y | +10.9% | +12.2% | -1.3% | +11.8% |
| 3Y | +8.4% | +31.2% | -22.8% | -3.1% |
| All | +8.4% | +32.2% | -23.7% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling