+79.1%
PEP vs EVRG
+111.7%
-32.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.7% |
| 7D | -1.7% | +0.6% | -2.2% | -2.0% |
| 30D | +0.3% | -0.2% | +0.5% | +0.4% |
| 3M | -3.2% | -0.5% | -2.8% | -3.1% |
| 6M | -13.6% | +0.2% | -13.8% | -13.8% |
| YTD | -1.9% | +14.9% | -16.7% | -8.4% |
| 1Y | -0.6% | +18.2% | -18.8% | -8.6% |
| 3Y | -13.6% | +70.2% | -83.8% | -34.0% |
| 5Y | +3.2% | +45.3% | -42.1% | -15.7% |
| 10Y | +79.1% | +112.4% | -33.3% | +20.5% |
| All | +79.1% | +111.7% | -32.6% | +20.5% |
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