+3,301.6%
PEP vs EVRG
+2,252.5%
+1,049.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +4.6% | +3.5% | +1.1% | +3.5% |
| 30D | +14.0% | +9.2% | +4.8% | +11.0% |
| 3M | +5.4% | +8.6% | -3.3% | +2.7% |
| 6M | -5.1% | +10.0% | -15.1% | -7.9% |
| YTD | +3.1% | +25.1% | -22.0% | -3.8% |
| 1Y | +4.8% | +19.5% | -14.8% | -0.9% |
| 3Y | -4.1% | +102.3% | -106.4% | -22.9% |
| 5Y | +3.0% | +66.8% | -63.9% | -12.8% |
| 10Y | +89.6% | +125.0% | -35.4% | +46.2% |
| All | +3,301.6% | +2,252.5% | +1,049.1% | +1,283.5% |
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 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