+363.8%
PSX vs EIX
+28.1%
+335.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +0.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +27.8% | -13.5% | +41.3% | +30.0% |
| 3M | +42.0% | -15.3% | +57.3% | +44.9% |
| 6M | +58.1% | -15.3% | +73.4% | +60.8% |
| YTD | +105.0% | +2.7% | +102.3% | +97.2% |
| 1Y | +104.9% | +17.4% | +87.5% | +89.4% |
| 3Y | +134.1% | -1.3% | +135.4% | +121.9% |
| 5Y | +363.8% | +27.2% | +336.6% | +313.5% |
| All | +363.8% | +28.1% | +335.7% | +313.5% |
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 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