+4.7%
PEP vs EIX
+22.8%
-18.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | -19.1% | +17.7% | +2.3% |
| 30D | +0.2% | -16.9% | +17.1% | +3.2% |
| 3M | -1.1% | -20.0% | +18.9% | +2.6% |
| 6M | -13.5% | -21.3% | +7.8% | -10.0% |
| YTD | -1.2% | -1.7% | +0.5% | -3.1% |
| 1Y | -1.6% | +9.6% | -11.1% | -6.4% |
| 3Y | -12.5% | -3.7% | -8.8% | -16.1% |
| All | +4.7% | +22.8% | -18.0% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling