+91.3%
PEP vs EVRG
+123.3%
-32.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +11.8% | +7.5% | +4.3% | +8.0% |
| 3M | +3.7% | +6.8% | -3.2% | +0.4% |
| 6M | -4.3% | +7.7% | -12.1% | -7.8% |
| YTD | +2.1% | +24.9% | -22.7% | -8.3% |
| 1Y | +2.5% | +18.1% | -15.6% | -5.6% |
| 3Y | -5.0% | +101.9% | -106.9% | -33.0% |
| 5Y | +2.9% | +67.0% | -64.1% | -21.4% |
| All | +91.3% | +123.3% | -32.1% | +26.6% |
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