+918.7%
EIX vs PEGA
+1,036.4%
-117.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.4% |
| 7D | +1.0% | -4.5% | +5.5% | +1.2% |
| 30D | +9.1% | -5.7% | +14.8% | +9.3% |
| 3M | -10.2% | +2.7% | -12.9% | -10.4% |
| 6M | -11.2% | -10.5% | -0.7% | -11.1% |
| YTD | +4.5% | -45.4% | +49.9% | +6.3% |
| 1Y | +10.9% | -44.7% | +55.6% | +12.8% |
| 3Y | +8.4% | +45.7% | -37.2% | +5.4% |
| 5Y | +18.0% | -45.3% | +63.2% | +17.4% |
| 10Y | +30.3% | +102.6% | -72.3% | +24.5% |
| All | +918.7% | +1,036.4% | -117.8% | +867.5% |
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 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