+80.3%
PEP vs EIX
+30.9%
+49.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +1.0% | +0.7% | +0.3% | +0.9% |
| 30D | +12.6% | +8.8% | +3.9% | +10.2% |
| 3M | +3.1% | -10.9% | +14.1% | +4.9% |
| 6M | -6.3% | -10.3% | +4.0% | -5.2% |
| YTD | +1.9% | +5.8% | -4.0% | -2.1% |
| 1Y | +3.3% | +11.4% | -8.1% | -2.3% |
| 3Y | -4.8% | +11.1% | -15.9% | -12.0% |
| 5Y | +2.0% | +18.5% | -16.4% | -8.6% |
| 10Y | +80.3% | +32.2% | +48.1% | +39.4% |
| All | +80.3% | +30.9% | +49.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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