+100.0%
PBR vs EIX
-4.8%
+104.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.9% |
| 7D | +0.3% | +4.1% | -3.7% | -0.2% |
| 30D | +17.5% | -15.3% | +32.9% | +18.4% |
| 3M | +20.9% | -18.4% | +39.3% | +22.5% |
| 6M | +20.2% | -16.8% | +37.1% | +21.1% |
| YTD | +84.3% | -0.6% | +84.8% | +77.8% |
| 1Y | +77.1% | +10.7% | +66.5% | +66.3% |
| All | +100.0% | -4.8% | +104.7% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling