+45.3%
EVRG vs PEGA
-48.2%
+93.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.2% |
| 7D | +0.6% | -6.1% | +6.7% | +0.8% |
| 30D | -0.2% | +6.4% | -6.6% | -0.5% |
| 3M | -0.5% | +2.9% | -3.4% | -0.7% |
| 6M | +0.2% | -23.8% | +24.0% | +1.1% |
| YTD | +14.9% | -41.1% | +55.9% | +17.0% |
| 1Y | +18.2% | -38.2% | +56.4% | +20.0% |
| 3Y | +70.2% | +49.8% | +20.3% | +61.0% |
| 5Y | +45.3% | -48.0% | +93.4% | +38.4% |
| All | +45.3% | -48.2% | +93.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling