+763.1%
PM vs EIX
+135.1%
+628.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -4.9% | -19.1% | +14.2% | +0.9% |
| 30D | -3.4% | -16.9% | +13.5% | +1.4% |
| 3M | +5.2% | -20.0% | +25.2% | +11.7% |
| 6M | +3.7% | -21.3% | +25.0% | +10.7% |
| YTD | +15.8% | -1.7% | +17.5% | +13.9% |
| 1Y | +17.4% | +9.6% | +7.8% | +10.7% |
| 3Y | +116.9% | -3.7% | +120.6% | +108.6% |
| 5Y | +117.3% | +22.6% | +94.7% | +86.8% |
| 10Y | +193.8% | +17.7% | +176.1% | +139.5% |
| All | +763.1% | +135.1% | +628.0% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling