+16.9%
EIX vs PENG
+520.3%
-503.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -23.0% | +22.0% | +0.6% |
| 7D | +2.5% | -36.7% | +39.2% | +5.4% |
| 30D | +14.1% | -42.0% | +56.1% | +17.7% |
| 3M | -9.4% | -33.2% | +23.8% | -7.8% |
| 6M | -9.1% | +2.1% | -11.2% | -12.2% |
| YTD | +7.1% | +90.3% | -83.1% | -2.4% |
| 1Y | +13.3% | +67.7% | -54.4% | +4.1% |
| 3Y | +10.9% | +154.2% | -143.4% | -4.7% |
| 5Y | +21.0% | +28.3% | -7.3% | +6.5% |
| All | +16.9% | +520.3% | -503.4% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling