+70.4%
PCAR vs EIX
-3.3%
+73.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | -19.1% | +18.6% | +2.8% |
| 30D | -6.2% | -16.9% | +10.7% | -3.9% |
| 3M | +5.9% | -20.0% | +25.9% | +9.4% |
| 6M | +0.4% | -21.3% | +21.7% | +4.1% |
| YTD | +14.8% | -1.7% | +16.5% | +12.9% |
| 1Y | +30.1% | +9.6% | +20.5% | +24.7% |
| All | +70.4% | -3.3% | +73.8% | +58.6% |
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