+121.5%
EVRG vs PENG
+755.0%
-633.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | +0.9% | +7.8% | -6.9% | +0.6% |
| 30D | -0.5% | -12.2% | +11.7% | -0.1% |
| 3M | +1.5% | -20.6% | +22.1% | +1.8% |
| 6M | +1.2% | +180.9% | -179.8% | -5.4% |
| YTD | +16.3% | +162.3% | -145.9% | +9.0% |
| 1Y | +20.3% | +107.3% | -87.0% | +13.8% |
| 3Y | +72.3% | +110.8% | -38.5% | +58.2% |
| 5Y | +46.7% | +117.8% | -71.1% | +31.5% |
| All | +121.5% | +755.0% | -633.5% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PENG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling