+272.5%
PM vs EIX
+35.3%
+237.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.5% | +1.4% | -0.8% | +0.2% |
| 30D | -3.2% | +8.5% | -11.8% | -5.4% |
| 3M | +6.2% | -13.5% | +19.7% | +9.2% |
| 6M | +7.7% | -12.4% | +20.0% | +10.1% |
| YTD | +27.3% | +5.9% | +21.4% | +23.0% |
| 1Y | +32.8% | +7.6% | +25.2% | +27.6% |
| 3Y | +150.0% | +12.8% | +137.2% | +132.0% |
| 5Y | +164.2% | +19.2% | +145.0% | +137.6% |
| All | +272.5% | +35.3% | +237.2% | +187.9% |
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