+26.8%
PH vs EIX
+15.0%
+11.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -10.8% | -13.5% | +2.7% | -9.7% |
| 3M | +8.5% | -15.3% | +23.7% | +9.5% |
| 6M | +3.9% | -15.3% | +19.3% | +5.0% |
| YTD | +9.4% | +2.7% | +6.7% | +7.1% |
| 1Y | +26.8% | +17.4% | +9.3% | +20.8% |
| All | +26.8% | +15.0% | +11.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling