+15,068.3%
PCAR vs EVRG
+2,068.9%
+12,999.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -6.2% | -1.0% | -5.2% | -5.9% |
| 3M | +5.9% | +0.4% | +5.5% | +5.5% |
| 6M | +0.4% | -0.8% | +1.2% | +0.4% |
| YTD | +14.8% | +15.3% | -0.5% | +7.3% |
| 1Y | +30.1% | +17.9% | +12.2% | +20.2% |
| 3Y | +66.7% | +71.9% | -5.3% | +28.1% |
| 5Y | +166.1% | +45.3% | +120.9% | +117.7% |
| 10Y | +353.7% | +113.1% | +240.6% | +190.0% |
| All | +15,068.3% | +2,068.9% | +12,999.4% | +3,435.0% |
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