-2.0%
EIX vs PENG
+101.4%
-103.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.7% |
| 7D | -19.1% | +4.5% | -23.6% | -19.2% |
| 30D | -16.9% | -7.1% | -9.8% | -16.8% |
| 3M | -20.0% | -27.3% | +7.3% | -19.8% |
| 6M | -21.3% | +169.6% | -190.9% | -25.1% |
| YTD | -1.7% | +164.6% | -166.3% | -6.5% |
| 1Y | +9.6% | +109.5% | -99.9% | +5.0% |
| All | -2.0% | +101.4% | -103.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling