+3,159.9%
PEP vs EIX
+1,083.9%
+2,076.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | -19.1% | +17.7% | +2.0% |
| 30D | +0.2% | -16.9% | +17.1% | +3.0% |
| 3M | -1.1% | -20.0% | +18.9% | +2.3% |
| 6M | -13.5% | -21.3% | +7.8% | -10.3% |
| YTD | -1.2% | -1.7% | +0.5% | -2.2% |
| 1Y | -1.6% | +9.6% | -11.1% | -4.8% |
| 3Y | -12.5% | -3.7% | -8.8% | -14.3% |
| 5Y | +3.0% | +22.6% | -19.6% | -4.3% |
| 10Y | +73.9% | +17.7% | +56.2% | +58.4% |
| All | +3,159.9% | +1,083.9% | +2,076.0% | +1,310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling