+1,573.8%
PBR vs EIX
+505.6%
+1,068.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +8.6% | -19.1% | +27.7% | +14.8% |
| 30D | +12.8% | -16.9% | +29.7% | +17.7% |
| 3M | +14.7% | -20.0% | +34.7% | +21.0% |
| 6M | +25.2% | -21.3% | +46.5% | +32.5% |
| YTD | +77.1% | -1.7% | +78.9% | +72.2% |
| 1Y | +69.6% | +9.6% | +60.0% | +57.7% |
| 3Y | +95.6% | -3.7% | +99.2% | +85.8% |
| 5Y | +501.8% | +22.6% | +479.1% | +413.6% |
| 10Y | +640.6% | +17.7% | +622.9% | +525.5% |
| All | +1,573.8% | +505.6% | +1,068.1% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling