+662.0%
PBR vs EIX
+19.9%
+642.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +5.4% | -1.4% | +6.7% | +5.9% |
| 30D | +22.9% | -19.3% | +42.2% | +29.7% |
| 3M | +19.6% | -21.7% | +41.3% | +27.3% |
| 6M | +16.5% | -19.8% | +36.3% | +22.3% |
| YTD | +86.7% | -3.0% | +89.7% | +80.3% |
| 1Y | +74.7% | +5.1% | +69.6% | +62.4% |
| 3Y | +102.6% | -7.0% | +109.5% | +91.7% |
| 5Y | +566.6% | +22.0% | +544.6% | +439.6% |
| All | +662.0% | +19.9% | +642.2% | +460.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling