-76.7%
PCG vs EVRG
+122.0%
-198.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -1.1% | +1.7% | -2.7% | -2.2% |
| 30D | +0.1% | +8.7% | -8.6% | -5.7% |
| 3M | -24.4% | +6.4% | -30.8% | -27.6% |
| 6M | -17.7% | +9.4% | -27.1% | -22.6% |
| YTD | -17.4% | +24.5% | -41.9% | -28.9% |
| 1Y | -19.4% | +20.5% | -39.8% | -29.0% |
| 3Y | -18.6% | +101.6% | -120.2% | -49.6% |
| 5Y | +10.2% | +67.5% | -57.2% | -23.6% |
| 10Y | -76.7% | +122.3% | -199.0% | -86.0% |
| All | -76.7% | +122.0% | -198.7% | -86.0% |
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 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