+32.2%
EIX vs PEGA
+99.2%
-66.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.7% |
| 7D | +0.7% | -10.0% | +10.7% | +1.9% |
| 30D | +8.8% | -12.7% | +21.4% | +10.3% |
| 3M | -10.9% | -4.6% | -6.3% | -10.8% |
| 6M | -10.3% | -13.1% | +2.8% | -9.7% |
| YTD | +5.8% | -47.6% | +53.4% | +12.6% |
| 1Y | +11.4% | -47.0% | +58.4% | +18.2% |
| 3Y | +11.1% | +42.0% | -31.0% | -1.5% |
| 5Y | +18.5% | -47.8% | +66.3% | +21.2% |
| 10Y | +32.2% | +92.0% | -59.7% | +9.2% |
| All | +32.2% | +99.2% | -66.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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