+69.6%
PBR vs EIX
+7.5%
+62.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | +8.6% | -19.1% | +27.7% | +7.7% |
| 30D | +12.8% | -16.9% | +29.7% | +11.2% |
| 3M | +14.7% | -20.0% | +34.7% | +13.3% |
| 6M | +25.2% | -21.3% | +46.5% | +23.8% |
| YTD | +77.1% | -1.7% | +78.9% | +67.3% |
| 1Y | +69.6% | +9.6% | +60.0% | +55.2% |
| All | +69.6% | +7.5% | +62.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling