+60.2%
PPL vs EIX
+29.5%
+30.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.6% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | +5.4% | +9.1% | -3.7% | +1.3% |
| 3M | +4.3% | -10.2% | +14.5% | +6.6% |
| 6M | -1.3% | -11.2% | +9.9% | +1.1% |
| YTD | +4.7% | +4.5% | +0.2% | -1.6% |
| 1Y | +1.3% | +10.9% | -9.6% | -7.7% |
| 3Y | +57.2% | +8.4% | +48.8% | +39.7% |
| 5Y | +48.2% | +18.0% | +30.3% | +24.8% |
| All | +60.2% | +29.5% | +30.8% | +15.5% |
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