+110.6%
EVRG vs PEGA
+180.6%
-70.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -0.7% | -5.3% | +4.6% | -0.2% |
| 30D | 0.0% | +8.3% | -8.3% | -0.8% |
| 3M | -1.0% | +8.9% | -9.9% | -2.1% |
| 6M | +1.0% | -19.7% | +20.7% | +2.5% |
| YTD | +15.1% | -39.9% | +55.0% | +19.8% |
| 1Y | +17.6% | -36.4% | +54.0% | +21.3% |
| 3Y | +70.5% | +52.8% | +17.7% | +52.0% |
| 5Y | +48.9% | -45.7% | +94.5% | +54.2% |
| All | +110.6% | +180.6% | -70.0% | +73.5% |
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