+386.6%
PSX vs EIX
+19.9%
+366.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.7% |
| 7D | +1.8% | +4.1% | -2.2% | +0.4% |
| 30D | +21.6% | -15.3% | +37.0% | +26.0% |
| 3M | +46.5% | -18.4% | +64.9% | +53.4% |
| 6M | +62.0% | -16.8% | +78.8% | +67.6% |
| YTD | +106.3% | -0.6% | +106.9% | +98.9% |
| 1Y | +103.0% | +10.7% | +92.3% | +87.2% |
| 3Y | +135.5% | -4.5% | +140.0% | +123.6% |
| 5Y | +368.5% | +24.0% | +344.5% | +289.5% |
| 10Y | +386.6% | +22.9% | +363.7% | +280.0% |
| All | +386.6% | +19.9% | +366.6% | +280.0% |
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