+1,147.1%
EIX vs PEG
+2,989.2%
-1,842.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -1.0% |
| 7D | +0.7% | +0.9% | -0.2% | +0.1% |
| 30D | +8.8% | +3.8% | +4.9% | +5.8% |
| 3M | -10.9% | +0.1% | -11.0% | -11.1% |
| 6M | -10.3% | -1.0% | -9.3% | -9.7% |
| YTD | +5.8% | -4.1% | +10.0% | +8.8% |
| 1Y | +11.4% | -6.9% | +18.2% | +16.7% |
| 3Y | +11.1% | +35.6% | -24.6% | -11.6% |
| 5Y | +18.5% | +42.8% | -24.3% | -8.9% |
| 10Y | +32.2% | +160.2% | -128.0% | -33.8% |
| All | +1,147.1% | +2,989.2% | -1,842.1% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling