-1.3%
EIX vs PEG
+34.5%
-35.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.0% |
| 7D | +0.9% | +1.0% | -0.1% | +0.2% |
| 30D | -13.5% | -1.9% | -11.7% | -12.4% |
| 3M | -15.3% | -3.7% | -11.6% | -12.9% |
| 6M | -15.3% | -9.4% | -5.9% | -9.5% |
| YTD | +2.7% | -6.0% | +8.7% | +7.2% |
| 1Y | +17.4% | -4.4% | +21.8% | +20.8% |
| 3Y | -1.3% | +33.5% | -34.9% | -24.5% |
| All | -1.3% | +34.5% | -35.8% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling