+3,159.9%
PEP vs EVRG
+2,068.9%
+1,091.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +0.2% | -1.0% | +1.2% | +0.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.3% |
| 6M | -13.5% | -0.8% | -12.6% | -13.4% |
| YTD | -1.2% | +15.3% | -16.5% | -5.5% |
| 1Y | -1.6% | +17.9% | -19.4% | -6.5% |
| 3Y | -12.5% | +71.9% | -84.4% | -26.2% |
| 5Y | +3.0% | +45.3% | -42.2% | -9.1% |
| 10Y | +73.9% | +113.1% | -39.1% | +36.6% |
| All | +3,159.9% | +2,068.9% | +1,091.0% | +1,258.7% |
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