+34.3%
EIX vs PEG
+161.7%
-127.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | -2.5% | +1.5% | -4.0% | -3.6% |
| 30D | +7.7% | +5.0% | +2.7% | +3.7% |
| 3M | -12.9% | -0.3% | -12.5% | -12.8% |
| 6M | -12.7% | -2.7% | -10.0% | -11.0% |
| YTD | +5.5% | -5.1% | +10.5% | +9.3% |
| 1Y | +9.4% | -8.3% | +17.6% | +16.3% |
| 3Y | +9.7% | +33.0% | -23.3% | -14.0% |
| 5Y | +16.9% | +41.3% | -24.4% | -12.6% |
| 10Y | +34.3% | +164.5% | -130.3% | -37.2% |
| All | +34.3% | +161.7% | -127.4% | -37.2% |
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