+90.1%
PEP vs EIX
+34.4%
+55.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | +13.6% | +7.7% | +5.9% | +11.4% |
| 3M | +5.1% | -12.9% | +18.0% | +7.5% |
| 6M | -1.6% | -12.7% | +11.1% | +0.4% |
| YTD | +3.3% | +5.5% | -2.1% | -0.5% |
| 1Y | +3.2% | +9.4% | -6.1% | -1.8% |
| 3Y | -3.9% | +9.7% | -13.6% | -10.8% |
| 5Y | +4.0% | +16.9% | -12.9% | -6.4% |
| 10Y | +90.1% | +34.3% | +55.9% | +47.4% |
| All | +90.1% | +34.4% | +55.8% | +47.4% |
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