-75.3%
PCG vs EVRG
+111.7%
-187.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.0% | -3.4% |
| 7D | +6.5% | +0.6% | +5.9% | +6.1% |
| 30D | -16.7% | -0.2% | -16.5% | -16.5% |
| 3M | -14.2% | -0.5% | -13.7% | -13.8% |
| 6M | -21.5% | +0.2% | -21.6% | -21.5% |
| YTD | -11.2% | +14.9% | -26.1% | -19.1% |
| 1Y | -4.2% | +18.2% | -22.4% | -14.4% |
| 3Y | -14.9% | +70.2% | -85.0% | -40.9% |
| 5Y | +54.2% | +45.3% | +8.9% | +17.8% |
| 10Y | -75.3% | +112.4% | -187.7% | -84.8% |
| All | -75.3% | +111.7% | -187.0% | -84.8% |
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