+137.1%
PSX vs EIX
-3.4%
+140.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +4.5% | -19.1% | +23.6% | +7.3% |
| 30D | +26.6% | -16.9% | +43.5% | +29.0% |
| 3M | +39.3% | -20.0% | +59.3% | +42.7% |
| 6M | +56.8% | -21.3% | +78.1% | +60.9% |
| YTD | +101.8% | -1.7% | +103.5% | +95.3% |
| 1Y | +99.6% | +9.6% | +90.0% | +87.3% |
| All | +137.1% | -3.4% | +140.6% | +123.2% |
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