+843.8%
PM vs EIX
+150.0%
+693.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | +2.7% | +9.1% | -6.4% | -0.4% |
| 3M | +6.1% | -10.2% | +16.4% | +8.2% |
| 6M | +18.0% | -11.2% | +29.2% | +20.6% |
| YTD | +26.6% | +4.5% | +22.1% | +21.7% |
| 1Y | +36.7% | +10.9% | +25.8% | +28.5% |
| 3Y | +146.0% | +8.4% | +137.6% | +126.4% |
| 5Y | +164.1% | +18.0% | +146.1% | +131.1% |
| 10Y | +238.8% | +30.3% | +208.5% | +165.1% |
| All | +843.8% | +150.0% | +693.8% | +396.7% |
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 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