+22.7%
EIX vs PEGA
-46.5%
+69.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -19.1% | +3.3% | -22.4% | -19.3% |
| 30D | -16.9% | +17.7% | -34.7% | -17.8% |
| 3M | -20.0% | +5.8% | -25.8% | -20.5% |
| 6M | -21.3% | -20.3% | -1.1% | -20.3% |
| YTD | -1.7% | -37.1% | +35.4% | +1.1% |
| 1Y | +9.6% | -30.2% | +39.8% | +11.4% |
| 3Y | -3.7% | +48.1% | -51.8% | -9.8% |
| All | +22.7% | -46.5% | +69.1% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling