+22,650.5%
PH vs EIX
+1,158.5%
+21,491.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +3.5% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | -3.7% | +9.1% | -12.8% | -6.1% |
| 3M | -14.0% | -10.2% | -3.8% | -12.9% |
| 6M | +2.1% | -11.2% | +13.4% | +3.5% |
| YTD | +5.1% | +4.5% | +0.6% | +1.4% |
| 1Y | +10.9% | +10.9% | +0.1% | +5.2% |
| 3Y | +132.9% | +8.4% | +124.5% | +118.0% |
| 5Y | +200.1% | +18.0% | +182.1% | +172.4% |
| 10Y | +783.8% | +30.3% | +753.5% | +663.4% |
| All | +22,650.5% | +1,158.5% | +21,491.9% | +10,945.3% |
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