+10.7%
EIX vs PEG
-5.7%
+16.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.2% |
| 3M | -18.4% | -6.8% | -11.7% | -14.2% |
| 6M | -16.8% | -11.4% | -5.5% | -9.8% |
| YTD | -0.6% | -7.2% | +6.7% | +5.5% |
| 1Y | +10.7% | -6.1% | +16.8% | +15.5% |
| All | +10.7% | -5.7% | +16.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling