-3.4%
PEP vs EVRG
+104.1%
-107.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.0% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | +12.5% | +7.4% | +5.1% | +9.3% |
| 3M | +4.5% | +7.2% | -2.7% | +1.5% |
| 6M | -0.5% | +9.5% | -10.0% | -4.2% |
| YTD | +4.4% | +25.6% | -21.2% | -4.8% |
| 1Y | +4.4% | +20.4% | -16.0% | -3.4% |
| 3Y | -3.4% | +108.8% | -112.2% | -24.9% |
| All | -3.4% | +104.1% | -107.5% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling