+20.3%
EVRG vs PFG
+37.6%
-17.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.4% |
| 30D | +7.4% | +5.9% | +1.5% | +7.3% |
| 3M | +7.2% | -0.4% | +7.7% | +7.0% |
| 6M | +9.5% | +14.8% | -5.4% | +9.9% |
| YTD | +25.6% | +31.9% | -6.3% | +25.5% |
| 1Y | +20.3% | +38.8% | -18.5% | +21.0% |
| All | +20.3% | +37.6% | -17.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling