+283.2%
PSX vs EIX
+19.1%
+264.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | -8.0% | +0.7% | -8.7% | -8.2% |
| 30D | -9.0% | +8.8% | -17.8% | -10.6% |
| 3M | +24.7% | -10.9% | +35.7% | +26.0% |
| 6M | +49.3% | -10.3% | +59.6% | +50.1% |
| YTD | +100.2% | +5.8% | +94.3% | +91.2% |
| 1Y | +88.8% | +11.4% | +77.5% | +77.8% |
| 3Y | +152.5% | +11.1% | +141.4% | +131.3% |
| 5Y | +283.2% | +18.5% | +264.7% | +238.9% |
| All | +283.2% | +19.1% | +264.1% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling