+253.6%
PH vs EIX
+22.8%
+230.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.1% | -19.1% | +16.0% | +1.5% |
| 30D | -3.2% | -16.9% | +13.7% | +0.3% |
| 3M | +10.6% | -20.0% | +30.6% | +15.6% |
| 6M | -2.1% | -21.3% | +19.2% | +2.7% |
| YTD | +10.2% | -1.7% | +11.9% | +7.1% |
| 1Y | +28.2% | +9.6% | +18.7% | +19.8% |
| 3Y | +134.9% | -3.7% | +138.6% | +120.6% |
| All | +253.6% | +22.8% | +230.9% | +194.8% |
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 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