+2,393.1%
PWR vs EIX
+21.5%
+2,371.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.5% |
| 30D | -7.7% | -18.8% | +11.1% | -3.1% |
| 3M | -4.9% | -19.7% | +14.8% | -0.3% |
| 6M | +9.7% | -18.2% | +28.0% | +14.3% |
| YTD | +46.7% | -1.7% | +48.4% | +43.1% |
| 1Y | +58.7% | +7.8% | +51.0% | +49.4% |
| 3Y | +200.7% | -5.6% | +206.3% | +189.9% |
| 5Y | +438.6% | +23.7% | +414.9% | +363.3% |
| All | +2,393.1% | +21.5% | +2,371.6% | +1,977.6% |
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