+485.4%
P vs EVRG
+214.0%
+271.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +6.3% |
| 30D | +18.8% | -1.0% | +19.8% | +19.2% |
| 3M | +26.7% | +0.4% | +26.3% | +26.3% |
| 6M | +62.2% | -0.8% | +63.0% | +62.0% |
| YTD | +48.5% | +15.3% | +33.2% | +42.4% |
| 1Y | +26.4% | +17.9% | +8.5% | +20.4% |
| 3Y | +159.4% | +71.9% | +87.5% | +118.1% |
| 5Y | +275.8% | +45.3% | +230.5% | +229.9% |
| 10Y | +732.0% | +113.1% | +619.0% | +583.9% |
| All | +485.4% | +214.0% | +271.4% | +391.0% |
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 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