+12,304.7%
PCAR vs EIX
+1,158.5%
+11,146.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -4.6% | +9.1% | -13.7% | -7.0% |
| 3M | -22.6% | -10.2% | -12.3% | -21.4% |
| 6M | -12.0% | -11.2% | -0.7% | -10.6% |
| YTD | -6.1% | +4.5% | -10.6% | -9.4% |
| 1Y | +6.3% | +10.9% | -4.6% | +0.7% |
| 3Y | +31.8% | +8.4% | +23.4% | +22.9% |
| 5Y | +104.2% | +18.0% | +86.2% | +83.4% |
| 10Y | +302.9% | +30.3% | +272.6% | +232.0% |
| All | +12,304.7% | +1,158.5% | +11,146.2% | +4,475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling