+1,058.2%
EIX vs PTC
+6,346.6%
-5,288.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.9% | +1.4% |
| 7D | -19.1% | -10.3% | -8.8% | -18.3% |
| 30D | -16.9% | +1.1% | -18.0% | -17.0% |
| 3M | -20.0% | +1.6% | -21.6% | -20.4% |
| 6M | -21.3% | -13.5% | -7.9% | -20.7% |
| YTD | -1.7% | -19.1% | +17.3% | -0.4% |
| 1Y | +9.6% | -33.9% | +43.4% | +13.0% |
| 3Y | -3.7% | -3.9% | +0.2% | -4.4% |
| 5Y | +22.6% | +6.0% | +16.6% | +19.8% |
| 10Y | +17.7% | +223.7% | -206.1% | +2.9% |
| All | +1,058.2% | +6,346.6% | -5,288.4% | +649.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling