+12.8%
EIX vs PENG
+209.7%
-197.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +0.4% |
| 7D | +1.4% | +13.2% | -11.9% | +1.0% |
| 30D | +8.5% | -29.9% | +38.5% | +9.4% |
| 3M | -13.5% | -22.2% | +8.8% | -13.2% |
| 6M | -12.4% | -1.9% | -10.5% | -13.8% |
| YTD | +5.9% | +142.1% | -136.2% | -1.1% |
| 1Y | +7.6% | +151.5% | -143.9% | +0.1% |
| 3Y | +12.8% | +206.9% | -194.2% | -2.0% |
| All | +12.8% | +209.7% | -197.0% | -2.0% |
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