+330.8%
PBF vs EVRG
+375.0%
-44.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +4.3% | +1.1% | +3.2% | +3.8% |
| 30D | +22.0% | -1.0% | +23.0% | +22.4% |
| 3M | +74.5% | +0.4% | +74.1% | +73.4% |
| 6M | +67.7% | -0.8% | +68.5% | +66.6% |
| YTD | +179.2% | +15.3% | +163.8% | +156.8% |
| 1Y | +170.0% | +17.9% | +152.1% | +144.8% |
| 3Y | +66.4% | +71.9% | -5.5% | +21.3% |
| 5Y | +764.5% | +45.3% | +719.2% | +579.6% |
| 10Y | +358.5% | +113.1% | +245.5% | +209.5% |
| All | +330.8% | +375.0% | -44.2% | +85.9% |
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