+236.1%
PWR vs EIX
+10.5%
+225.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -11.2% | +1.0% | -12.2% | -11.4% |
| 30D | -17.4% | +8.9% | -26.3% | -18.7% |
| 3M | -11.7% | -9.8% | -2.0% | -11.1% |
| 6M | -21.7% | -10.2% | -11.5% | -21.6% |
| YTD | +38.3% | +5.9% | +32.3% | +33.0% |
| 1Y | +29.6% | +10.9% | +18.7% | +23.1% |
| 3Y | +236.1% | +10.2% | +225.9% | +208.0% |
| All | +236.1% | +10.5% | +225.6% | +208.0% |
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