+143.4%
PEG vs EVRG
+113.9%
+29.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.7% | -1.2% | -2.5% | -3.0% |
| 3M | -7.3% | -0.6% | -6.7% | -6.9% |
| 6M | -10.5% | +2.4% | -12.9% | -11.8% |
| YTD | -7.5% | +15.5% | -23.0% | -15.5% |
| 1Y | -8.7% | +16.8% | -25.6% | -17.3% |
| 3Y | +31.4% | +75.0% | -43.6% | -7.9% |
| 5Y | +37.8% | +49.3% | -11.6% | +6.4% |
| All | +143.4% | +113.9% | +29.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling