+802.0%
PBF vs EVRG
+45.7%
+756.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +11.6% | 0.0% | +11.5% | +11.5% |
| 3M | +81.7% | -1.0% | +82.7% | +81.6% |
| 6M | +96.4% | +1.0% | +95.5% | +95.0% |
| YTD | +189.5% | +15.1% | +174.4% | +177.4% |
| 1Y | +180.7% | +17.6% | +163.2% | +166.9% |
| 3Y | +56.6% | +70.5% | -13.8% | +31.0% |
| 5Y | +802.0% | +48.9% | +753.1% | +675.7% |
| All | +802.0% | +45.7% | +756.3% | +675.7% |
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