+108.8%
EVRG vs PEGA
+46.3%
+62.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.4% | -4.1% | +11.5% | +7.4% |
| 3M | +7.2% | -2.8% | +10.1% | +7.2% |
| 6M | +9.5% | -0.4% | +9.9% | +9.4% |
| YTD | +25.6% | -45.4% | +71.0% | +26.5% |
| 1Y | +20.4% | -42.6% | +63.0% | +21.1% |
| 3Y | +108.8% | +45.4% | +63.4% | +96.3% |
| All | +108.8% | +46.3% | +62.5% | +96.3% |
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