+250.9%
PM vs EIX
+33.0%
+218.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | +1.0% | -7.6% | -6.9% |
| 30D | -3.4% | +8.9% | -12.3% | -5.7% |
| 3M | +5.3% | -9.8% | +15.1% | +7.0% |
| 6M | +15.5% | -10.2% | +25.7% | +17.4% |
| YTD | +24.3% | +5.9% | +18.3% | +20.1% |
| 1Y | +29.7% | +10.9% | +18.8% | +23.6% |
| 3Y | +144.9% | +10.2% | +134.7% | +128.9% |
| 5Y | +159.0% | +17.0% | +142.0% | +134.3% |
| 10Y | +250.9% | +35.1% | +215.8% | +170.9% |
| All | +250.9% | +33.0% | +218.0% | +170.9% |
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