+456.7%
PWR vs EIX
+28.1%
+428.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.2% | +1.2% |
| 7D | +4.5% | +0.9% | +3.6% | +4.2% |
| 30D | -4.9% | -13.5% | +8.7% | -2.7% |
| 3M | -7.9% | -15.3% | +7.4% | -5.7% |
| 6M | +18.3% | -15.3% | +33.7% | +21.0% |
| YTD | +51.5% | +2.7% | +48.8% | +45.7% |
| 1Y | +70.3% | +17.4% | +52.9% | +56.2% |
| 3Y | +210.6% | -1.3% | +211.9% | +194.0% |
| 5Y | +456.7% | +27.2% | +429.5% | +376.7% |
| All | +456.7% | +28.1% | +428.6% | +376.7% |
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