+1,678.6%
PBR vs EVRG
+1,361.4%
+317.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | +4.2% | -0.7% | +4.9% | +4.7% |
| 30D | +22.7% | 0.0% | +22.7% | +22.6% |
| 3M | +21.5% | -1.0% | +22.5% | +21.7% |
| 6M | +24.0% | +1.0% | +23.0% | +22.4% |
| YTD | +88.2% | +15.1% | +73.2% | +71.9% |
| 1Y | +74.8% | +17.6% | +57.2% | +57.2% |
| 3Y | +105.1% | +70.5% | +34.7% | +45.3% |
| 5Y | +572.2% | +48.9% | +523.4% | +403.0% |
| 10Y | +692.7% | +112.8% | +580.0% | +361.0% |
| All | +1,678.6% | +1,361.4% | +317.2% | +372.7% |
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 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