+198.6%
PM vs EIX
+23.2%
+175.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -2.6% | -13.5% | +11.0% | +0.3% |
| 3M | +5.8% | -15.3% | +21.0% | +9.4% |
| 6M | +10.6% | -15.3% | +25.9% | +14.2% |
| YTD | +17.2% | +2.7% | +14.4% | +14.3% |
| 1Y | +17.6% | +17.4% | +0.2% | +10.0% |
| 3Y | +124.3% | -1.3% | +125.6% | +116.8% |
| 5Y | +125.1% | +27.2% | +97.9% | +97.4% |
| 10Y | +198.6% | +22.7% | +175.9% | +141.6% |
| All | +198.6% | +23.2% | +175.4% | +141.6% |
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