+13,096.5%
PCAR vs EVRG
+2,249.8%
+10,846.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +2.2% | +2.5% | -0.3% | +1.1% |
| 30D | +0.3% | +8.4% | -8.1% | -3.2% |
| 3M | -17.9% | +8.6% | -26.5% | -21.0% |
| 6M | -3.4% | +7.7% | -11.1% | -6.8% |
| YTD | -0.1% | +25.0% | -25.1% | -10.0% |
| 1Y | +13.4% | +18.7% | -5.3% | +4.5% |
| 3Y | +37.2% | +102.1% | -64.9% | -1.7% |
| 5Y | +117.3% | +66.8% | +50.5% | +67.1% |
| 10Y | +295.0% | +123.5% | +171.5% | +147.6% |
| All | +13,096.5% | +2,249.8% | +10,846.7% | +2,866.3% |
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 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