+315.0%
PBF vs EVRG
+417.1%
-102.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +6.5% | +1.4% | +5.0% | +5.8% |
| 30D | -20.0% | +7.4% | -27.4% | -22.8% |
| 3M | -3.3% | +7.2% | -10.6% | -6.7% |
| 6M | +76.8% | +9.5% | +67.3% | +68.2% |
| YTD | +168.9% | +25.6% | +143.4% | +137.4% |
| 1Y | +96.4% | +20.4% | +76.0% | +77.0% |
| 3Y | +77.2% | +108.8% | -31.6% | +17.1% |
| 5Y | +417.7% | +68.0% | +349.8% | +278.3% |
| 10Y | +264.7% | +124.6% | +140.1% | +139.3% |
| All | +315.0% | +417.1% | -102.1% | +71.9% |
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