+1,844.9%
PWR vs EIX
+34.9%
+1,810.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +19.1% | -1.5% | +20.5% | +19.6% |
| 30D | -12.0% | +8.1% | -20.1% | -14.3% |
| 3M | -10.6% | -12.1% | +1.6% | -8.6% |
| 6M | -20.8% | -13.4% | -7.4% | -19.1% |
| YTD | +43.7% | +5.6% | +38.2% | +36.7% |
| 1Y | +35.0% | +7.8% | +27.1% | +27.2% |
| 3Y | +249.4% | +9.8% | +239.6% | +218.7% |
| 5Y | +422.1% | +18.8% | +403.3% | +356.0% |
| All | +1,844.9% | +34.9% | +1,810.0% | +1,521.6% |
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