+21.0%
EIX vs PENG
+31.0%
-10.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | 0.0% |
| 7D | +2.5% | -36.7% | +39.2% | +4.3% |
| 30D | +14.1% | -42.0% | +56.1% | +16.3% |
| 3M | -9.4% | -33.2% | +23.8% | -8.4% |
| 6M | -9.1% | +2.1% | -11.2% | -11.6% |
| YTD | +7.1% | +90.3% | -83.1% | -0.5% |
| 1Y | +13.3% | +67.7% | -54.4% | +5.9% |
| 3Y | +10.9% | +154.2% | -143.4% | -2.0% |
| 5Y | +21.0% | +28.3% | -7.3% | +7.5% |
| All | +21.0% | +31.0% | -10.0% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling