+122.8%
EVRG vs PEGA
+94.9%
+27.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.1% | -0.3% |
| 7D | +1.0% | -4.6% | +5.5% | +1.4% |
| 30D | +7.5% | -6.8% | +14.3% | +8.0% |
| 3M | +6.8% | +2.6% | +4.3% | +6.3% |
| 6M | +7.7% | -5.4% | +13.1% | +7.5% |
| YTD | +24.9% | -46.0% | +70.9% | +31.1% |
| 1Y | +18.1% | -45.6% | +63.7% | +23.8% |
| 3Y | +101.9% | +43.2% | +58.7% | +80.0% |
| 5Y | +67.0% | -45.3% | +112.3% | +70.8% |
| All | +122.8% | +94.9% | +27.8% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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