+1,248.2%
PANW vs EVRG
+113.9%
+1,134.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.6% | -1.2% | -13.3% | -14.4% |
| 3M | +18.3% | -0.6% | +18.9% | +18.3% |
| 6M | +100.5% | +2.4% | +98.0% | +98.9% |
| YTD | +79.5% | +15.5% | +64.1% | +73.8% |
| 1Y | +66.7% | +16.8% | +49.9% | +60.9% |
| 3Y | +161.2% | +75.0% | +86.2% | +130.2% |
| 5Y | +322.2% | +49.3% | +272.9% | +282.6% |
| All | +1,248.2% | +113.9% | +1,134.3% | +1,113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling