+17.4%
EIX vs PEGA
-35.6%
+53.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.2% | +8.7% | +4.2% |
| 7D | +0.9% | -2.4% | +3.3% | +0.7% |
| 30D | -13.5% | +9.6% | -23.2% | -13.2% |
| 3M | -15.3% | +2.3% | -17.6% | -14.9% |
| 6M | -15.3% | -23.9% | +8.6% | -15.1% |
| YTD | +2.7% | -39.8% | +42.5% | +2.3% |
| 1Y | +17.4% | -37.4% | +54.9% | +15.5% |
| All | +17.4% | -35.6% | +53.0% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling