+22.9%
EIX vs PEG
+139.0%
-116.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.2% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | -15.3% | -1.7% | -13.6% | -14.1% |
| 3M | -18.4% | -6.8% | -11.7% | -13.9% |
| 6M | -16.8% | -11.4% | -5.5% | -8.9% |
| YTD | -0.6% | -7.2% | +6.7% | +5.2% |
| 1Y | +10.7% | -6.1% | +16.8% | +15.6% |
| 3Y | -4.5% | +31.8% | -36.2% | -24.5% |
| 5Y | +24.0% | +35.6% | -11.6% | -4.4% |
| 10Y | +22.9% | +148.7% | -125.8% | -41.3% |
| All | +22.9% | +139.0% | -116.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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