+1,088.8%
EVRG vs PEGA
+1,209.2%
-120.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.1% | +3.3% | -2.2% | +0.9% |
| 30D | -1.0% | +17.7% | -18.8% | -1.9% |
| 3M | +0.4% | +5.8% | -5.4% | -0.1% |
| 6M | -0.8% | -20.3% | +19.4% | -0.1% |
| YTD | +15.3% | -37.1% | +52.5% | +17.4% |
| 1Y | +17.9% | -30.2% | +48.1% | +19.1% |
| 3Y | +71.9% | +48.1% | +23.8% | +64.9% |
| 5Y | +45.3% | -46.8% | +92.0% | +44.8% |
| 10Y | +113.1% | +191.3% | -78.3% | +94.8% |
| All | +1,088.8% | +1,209.2% | -120.4% | +873.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling