+94.3%
EVRG vs PENG
+184.4%
-90.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.4% | -12.2% | +0.4% |
| 7D | +1.9% | -19.4% | +21.3% | +1.6% |
| 30D | +9.0% | -42.4% | +51.4% | +8.2% |
| 3M | +6.3% | -25.6% | +32.0% | +6.0% |
| 6M | +9.9% | +7.3% | +2.6% | +10.2% |
| YTD | +23.8% | +113.9% | -90.0% | +25.0% |
| 1Y | +19.9% | +93.6% | -73.7% | +20.9% |
| 3Y | +94.3% | +170.2% | -76.0% | +94.1% |
| All | +94.3% | +184.4% | -90.1% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling