+713.9%
PH vs EIX
+33.0%
+681.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.1% | +1.0% | +1.2% | +1.7% |
| 30D | +0.3% | +8.9% | -8.6% | -3.0% |
| 3M | -8.8% | -9.8% | +1.0% | -7.4% |
| 6M | +10.0% | -10.2% | +20.2% | +11.3% |
| YTD | +10.5% | +5.9% | +4.5% | +3.7% |
| 1Y | +15.5% | +10.9% | +4.6% | +6.2% |
| 3Y | +136.4% | +10.2% | +126.1% | +109.5% |
| 5Y | +213.6% | +17.0% | +196.5% | +165.2% |
| 10Y | +713.9% | +35.1% | +678.8% | +521.5% |
| All | +713.9% | +33.0% | +681.0% | +521.5% |
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