+72.9%
PBR vs EIX
+18.9%
+54.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.1% | -10.1% | -6.8% |
| 7D | -11.0% | +4.5% | -15.5% | -10.8% |
| 30D | -18.8% | +15.2% | -34.0% | -18.4% |
| 3M | +7.8% | -11.6% | +19.4% | +6.9% |
| 6M | -7.6% | -8.4% | +0.8% | -9.4% |
| YTD | +72.7% | +8.2% | +64.5% | +62.1% |
| 1Y | +72.9% | +16.6% | +56.4% | +60.4% |
| All | +72.9% | +18.9% | +54.0% | +60.4% |
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