+172.3%
PCAR vs EIX
+22.8%
+149.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | -19.1% | +18.6% | +3.5% |
| 30D | -6.2% | -16.9% | +10.7% | -3.3% |
| 3M | +5.9% | -20.0% | +25.9% | +10.1% |
| 6M | +0.4% | -21.3% | +21.7% | +4.8% |
| YTD | +14.8% | -1.7% | +16.5% | +12.7% |
| 1Y | +30.1% | +9.6% | +20.5% | +23.9% |
| 3Y | +66.6% | -3.7% | +70.3% | +59.4% |
| All | +172.3% | +22.8% | +149.5% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling