+15.5%
EIX vs PENG
+661.7%
-646.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | +0.7% |
| 7D | +0.7% | -3.8% | +4.5% | +0.6% |
| 30D | +8.8% | -40.1% | +48.8% | +12.0% |
| 3M | -10.9% | -21.8% | +10.9% | -10.3% |
| 6M | -10.3% | +3.3% | -13.6% | -13.2% |
| YTD | +5.8% | +133.6% | -127.8% | -5.0% |
| 1Y | +11.4% | +110.7% | -99.3% | +0.7% |
| 3Y | +11.1% | +204.3% | -193.2% | -5.7% |
| 5Y | +18.5% | +54.4% | -35.9% | +3.0% |
| All | +15.5% | +661.7% | -646.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling