+14.0%
EIX vs PENG
+597.2%
-583.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.4% | -14.9% | -3.3% |
| 7D | +1.0% | -19.4% | +20.4% | +2.1% |
| 30D | +9.1% | -42.4% | +51.5% | +12.6% |
| 3M | -10.2% | -25.6% | +15.4% | -9.3% |
| 6M | -11.2% | +7.3% | -18.5% | -14.5% |
| YTD | +4.5% | +113.9% | -109.4% | -5.6% |
| 1Y | +10.9% | +93.6% | -82.7% | +0.8% |
| 3Y | +8.4% | +170.2% | -161.8% | -7.1% |
| 5Y | +18.0% | +44.2% | -26.2% | +3.0% |
| All | +14.0% | +597.2% | -583.2% | -14.7% |
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