+15.0%
EIX vs PENG
+720.8%
-705.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.8% | -1.2% |
| 7D | -2.5% | +1.9% | -4.4% | -3.0% |
| 30D | +7.7% | -37.8% | +45.5% | +10.6% |
| 3M | -12.9% | -14.1% | +1.2% | -12.9% |
| 6M | -12.7% | +13.1% | -25.8% | -16.0% |
| YTD | +5.5% | +151.8% | -146.3% | -5.8% |
| 1Y | +9.4% | +136.0% | -126.6% | -1.9% |
| 3Y | +9.7% | +217.9% | -208.3% | -7.1% |
| 5Y | +16.9% | +64.1% | -47.2% | +1.3% |
| All | +15.0% | +720.8% | -705.8% | -14.9% |
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