+15.2%
EIX vs PENG
+735.0%
-719.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -1.5% | +34.6% | -36.1% | -3.6% |
| 30D | +8.1% | -35.9% | +44.1% | +10.8% |
| 3M | -12.1% | -14.7% | +2.6% | -12.1% |
| 6M | -13.4% | +13.5% | -27.0% | -16.8% |
| YTD | +5.6% | +156.1% | -150.6% | -5.8% |
| 1Y | +7.8% | +141.3% | -133.5% | -3.5% |
| 3Y | +9.8% | +223.4% | -213.6% | -7.1% |
| 5Y | +18.8% | +67.4% | -48.5% | +2.8% |
| All | +15.2% | +735.0% | -719.8% | -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