+18.6%
EIX vs PEGA
-44.5%
+63.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +8.5% | -4.1% | +12.7% | +8.8% |
| 3M | -13.5% | -2.8% | -10.6% | -13.5% |
| 6M | -12.4% | -0.4% | -11.9% | -12.8% |
| YTD | +5.9% | -45.4% | +51.3% | +9.8% |
| 1Y | +7.6% | -42.6% | +50.2% | +11.0% |
| 3Y | +12.8% | +45.4% | -32.6% | +5.1% |
| All | +18.6% | -44.5% | +63.1% | +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