+22.7%
EIX vs PTC
+6.0%
+16.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.9% | +1.6% |
| 7D | -19.1% | -10.3% | -8.8% | -18.0% |
| 30D | -16.9% | +1.1% | -18.0% | -17.1% |
| 3M | -20.0% | +1.6% | -21.6% | -20.4% |
| 6M | -21.3% | -13.5% | -7.9% | -19.8% |
| YTD | -1.7% | -19.1% | +17.3% | +1.1% |
| 1Y | +9.6% | -33.9% | +43.4% | +16.7% |
| 3Y | -3.7% | -3.9% | +0.2% | -6.2% |
| All | +22.7% | +6.0% | +16.6% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling