+104.3%
PBR vs EVRG
+72.0%
+32.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +4.2% | -0.7% | +4.9% | +4.4% |
| 30D | +22.7% | 0.0% | +22.7% | +22.6% |
| 3M | +21.5% | -1.0% | +22.5% | +21.5% |
| 6M | +24.0% | +1.0% | +23.0% | +23.1% |
| YTD | +88.2% | +15.1% | +73.2% | +78.9% |
| 1Y | +74.8% | +17.6% | +57.2% | +64.7% |
| All | +104.3% | +72.0% | +32.3% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling