+238.6%
P vs EVRG
+64.6%
+174.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.6% |
| 7D | -23.8% | +1.9% | -25.7% | -23.7% |
| 30D | -36.6% | +9.0% | -45.6% | -36.2% |
| 3M | +10.9% | +6.3% | +4.6% | +11.4% |
| 6M | +30.0% | +9.9% | +20.1% | +30.8% |
| YTD | +44.4% | +23.8% | +20.6% | +45.9% |
| 1Y | +3.9% | +19.9% | -16.0% | +5.0% |
| 3Y | +176.6% | +94.3% | +82.3% | +177.4% |
| All | +238.6% | +64.6% | +174.0% | +246.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling