+72.3%
EVRG vs PEGA
+48.1%
+24.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +0.9% |
| 30D | -0.5% | +9.6% | -10.2% | -0.6% |
| 3M | +1.5% | +2.3% | -0.8% | +1.5% |
| 6M | +1.2% | -23.9% | +25.1% | +1.7% |
| YTD | +16.3% | -39.8% | +56.1% | +17.5% |
| 1Y | +20.3% | -37.4% | +57.7% | +21.2% |
| 3Y | +72.3% | +53.1% | +19.2% | +61.1% |
| All | +72.3% | +48.1% | +24.3% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling