+35.4%
EIX vs PEGA
+94.9%
-59.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -1.5% | -4.6% | +3.1% | -1.0% |
| 30D | +8.1% | -6.8% | +14.9% | +8.9% |
| 3M | -12.1% | +2.6% | -14.7% | -12.7% |
| 6M | -13.4% | -5.4% | -8.1% | -13.7% |
| YTD | +5.6% | -46.0% | +51.6% | +12.0% |
| 1Y | +7.8% | -45.6% | +53.5% | +14.1% |
| 3Y | +9.8% | +43.2% | -33.3% | -2.6% |
| 5Y | +18.8% | -45.3% | +64.1% | +20.7% |
| All | +35.4% | +94.9% | -59.5% | +12.5% |
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