+928.1%
EIX vs PEGA
+1,001.0%
-72.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.5% | -8.6% | +6.1% | -2.2% |
| 30D | +7.7% | -10.1% | +17.8% | +8.1% |
| 3M | -12.9% | -4.7% | -8.1% | -12.8% |
| 6M | -12.7% | -8.0% | -4.7% | -12.7% |
| YTD | +5.5% | -47.1% | +52.6% | +7.4% |
| 1Y | +9.4% | -47.5% | +56.8% | +11.4% |
| 3Y | +9.7% | +40.2% | -30.6% | +6.8% |
| 5Y | +16.9% | -45.7% | +62.7% | +16.5% |
| 10Y | +34.3% | +85.1% | -50.8% | +28.7% |
| All | +928.1% | +1,001.0% | -72.9% | +877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling