+276.9%
PCAR vs EIX
+33.0%
+244.0%
-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% | -0.3% | -0.2% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | -2.3% | +8.9% | -11.1% | -4.3% |
| 3M | -19.3% | -9.8% | -9.6% | -18.3% |
| 6M | -7.1% | -10.2% | +3.1% | -6.1% |
| YTD | -2.8% | +5.9% | -8.7% | -6.2% |
| 1Y | +9.3% | +10.9% | -1.6% | +4.1% |
| 3Y | +33.5% | +10.2% | +23.3% | +24.5% |
| 5Y | +112.6% | +17.0% | +95.6% | +92.9% |
| 10Y | +276.9% | +35.1% | +241.9% | +223.4% |
| All | +276.9% | +33.0% | +244.0% | +223.4% |
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