+469.1%
P vs EVRG
+237.1%
+232.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -23.8% | +1.9% | -25.7% | -24.2% |
| 30D | -36.6% | +9.0% | -45.6% | -38.1% |
| 3M | +10.9% | +6.3% | +4.6% | +9.0% |
| 6M | +30.0% | +9.9% | +20.1% | +26.5% |
| YTD | +44.4% | +23.8% | +20.6% | +35.8% |
| 1Y | +3.9% | +19.9% | -16.0% | -1.4% |
| 3Y | +176.6% | +94.3% | +82.3% | +124.7% |
| 5Y | +249.3% | +64.6% | +184.6% | +194.8% |
| 10Y | +726.9% | +121.7% | +605.2% | +562.9% |
| All | +469.1% | +237.1% | +232.0% | +368.3% |
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