+152.5%
PSX vs EIX
+11.2%
+141.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.8% |
| 7D | -8.0% | +0.7% | -8.7% | -8.1% |
| 30D | -9.0% | +8.8% | -17.8% | -10.2% |
| 3M | +24.7% | -10.9% | +35.7% | +25.7% |
| 6M | +49.3% | -10.3% | +59.6% | +49.7% |
| YTD | +100.2% | +5.8% | +94.3% | +91.2% |
| 1Y | +88.8% | +11.4% | +77.5% | +78.0% |
| 3Y | +152.5% | +11.1% | +141.4% | +133.4% |
| All | +152.5% | +11.2% | +141.3% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling