+2,878.2%
PEG vs EVRG
+2,087.5%
+790.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | +1.0% | +0.9% | +0.2% | +0.5% |
| 30D | -1.9% | -0.5% | -1.3% | -1.6% |
| 3M | -3.7% | +1.5% | -5.2% | -4.5% |
| 6M | -9.4% | +1.2% | -10.6% | -10.0% |
| YTD | -6.0% | +16.3% | -22.3% | -13.5% |
| 1Y | -4.4% | +20.3% | -24.6% | -13.6% |
| 3Y | +33.5% | +72.3% | -38.8% | -1.1% |
| 5Y | +35.7% | +46.7% | -10.9% | +9.7% |
| 10Y | +140.4% | +113.8% | +26.6% | +54.5% |
| All | +2,878.2% | +2,087.5% | +790.6% | +622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling