+22.7%
EIX vs PEGA
+175.4%
-152.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.2% | +8.7% | +5.0% |
| 7D | +0.9% | -2.4% | +3.3% | +1.1% |
| 30D | -13.5% | +9.6% | -23.2% | -14.6% |
| 3M | -15.3% | +2.3% | -17.6% | -16.0% |
| 6M | -15.3% | -23.9% | +8.6% | -13.3% |
| YTD | +2.7% | -39.8% | +42.5% | +7.8% |
| 1Y | +17.4% | -37.4% | +54.9% | +22.2% |
| 3Y | -1.3% | +53.1% | -54.5% | -12.9% |
| 5Y | +27.2% | -47.2% | +74.4% | +31.6% |
| 10Y | +22.7% | +174.3% | -151.6% | -11.1% |
| All | +22.7% | +175.4% | -152.6% | -11.1% |
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