+367.2%
PCAR vs EIX
+17.2%
+350.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | -0.5% | -19.1% | +18.6% | +3.8% |
| 30D | -6.2% | -16.9% | +10.7% | -3.0% |
| 3M | +5.9% | -20.0% | +25.9% | +10.5% |
| 6M | +0.4% | -21.3% | +21.7% | +5.1% |
| YTD | +14.8% | -1.7% | +16.5% | +13.0% |
| 1Y | +30.1% | +9.6% | +20.5% | +24.2% |
| 3Y | +66.7% | -3.7% | +70.3% | +61.3% |
| 5Y | +166.1% | +22.6% | +143.5% | +138.5% |
| All | +367.2% | +17.2% | +350.0% | +311.0% |
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