+1,450.5%
EVRG vs PFG
+985.4%
+465.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | +7.4% | +5.9% | +1.5% | +6.0% |
| 3M | +7.2% | -0.4% | +7.7% | +7.1% |
| 6M | +9.5% | +14.8% | -5.4% | +6.1% |
| YTD | +25.6% | +31.9% | -6.3% | +17.9% |
| 1Y | +20.3% | +38.8% | -18.5% | +11.7% |
| 3Y | +108.8% | +82.4% | +26.4% | +81.1% |
| 5Y | +67.9% | +94.7% | -26.8% | +41.9% |
| 10Y | +124.6% | +187.0% | -62.4% | +66.1% |
| All | +1,450.5% | +985.4% | +465.1% | +655.9% |
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