+1,324.1%
EVRG vs PFG
+1,015.3%
+308.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | +1.1% | +5.5% | -4.4% | -0.1% |
| 30D | -1.0% | +2.4% | -3.4% | -1.6% |
| 3M | +0.4% | +13.6% | -13.2% | -2.4% |
| 6M | -0.8% | +27.9% | -28.7% | -6.0% |
| YTD | +15.3% | +35.6% | -20.2% | +7.8% |
| 1Y | +17.9% | +48.5% | -30.6% | +7.9% |
| 3Y | +71.9% | +66.9% | +5.1% | +52.1% |
| 5Y | +45.3% | +111.0% | -65.7% | +20.8% |
| 10Y | +113.1% | +244.5% | -131.4% | +52.2% |
| All | +1,324.1% | +1,015.3% | +308.8% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling