+278.2%
PCAR vs EIX
+33.0%
+245.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | -2.0% | +8.9% | -10.8% | -4.0% |
| 3M | -19.1% | -9.8% | -9.3% | -18.1% |
| 6M | -6.8% | -10.2% | +3.4% | -5.8% |
| YTD | -2.5% | +5.9% | -8.4% | -5.9% |
| 1Y | +9.7% | +10.9% | -1.2% | +4.4% |
| 3Y | +34.0% | +10.2% | +23.7% | +25.0% |
| 5Y | +113.3% | +17.0% | +96.3% | +93.5% |
| 10Y | +278.2% | +35.1% | +243.1% | +224.4% |
| All | +278.2% | +33.0% | +245.2% | +224.4% |
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 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