+1,110.4%
EIX vs TROW
+14,398.8%
-13,288.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -13.5% | -4.0% | -9.5% | -12.9% |
| 3M | -15.3% | +5.0% | -20.3% | -16.1% |
| 6M | -15.3% | +24.3% | -39.6% | -19.0% |
| YTD | +2.7% | +9.8% | -7.0% | +0.4% |
| 1Y | +17.4% | +6.4% | +11.0% | +15.5% |
| 3Y | -1.3% | +15.8% | -17.1% | -5.4% |
| 5Y | +27.2% | -37.3% | +64.5% | +34.5% |
| 10Y | +22.7% | +130.6% | -107.9% | +1.2% |
| All | +1,110.4% | +14,398.8% | -13,288.4% | +548.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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