+1,189.5%
EVRG vs PEGA
+1,005.9%
+183.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.5% | -8.2% | +11.7% | +3.9% |
| 30D | +9.2% | -11.6% | +20.8% | +9.8% |
| 3M | +8.6% | -4.2% | +12.8% | +8.7% |
| 6M | +10.0% | -12.0% | +21.9% | +10.2% |
| YTD | +25.1% | -46.9% | +72.0% | +28.2% |
| 1Y | +19.5% | -47.0% | +66.5% | +22.5% |
| 3Y | +102.3% | +40.9% | +61.4% | +94.3% |
| 5Y | +66.8% | -45.4% | +112.2% | +65.9% |
| 10Y | +125.0% | +95.9% | +29.1% | +109.4% |
| All | +1,189.5% | +1,005.9% | +183.5% | +964.1% |
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 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