+359.1%
PCAR vs EVRG
+114.7%
+244.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | -7.7% | -0.5% | -7.2% | -7.6% |
| 3M | +3.7% | +1.5% | +2.2% | +3.1% |
| 6M | +2.3% | +1.2% | +1.1% | +1.7% |
| YTD | +12.8% | +16.3% | -3.5% | +7.3% |
| 1Y | +27.8% | +20.3% | +7.5% | +20.2% |
| 3Y | +61.8% | +72.3% | -10.5% | +34.5% |
| 5Y | +168.2% | +46.7% | +121.5% | +133.2% |
| 10Y | +359.1% | +113.8% | +245.3% | +251.3% |
| All | +359.1% | +114.7% | +244.4% | +251.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling