-76.5%
PCG vs EVRG
+123.3%
-199.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +1.0% | -2.9% | -2.6% |
| 30D | -2.7% | +7.5% | -10.2% | -7.6% |
| 3M | -25.1% | +6.8% | -31.9% | -28.4% |
| 6M | -22.3% | +7.7% | -30.0% | -26.2% |
| YTD | -18.5% | +24.9% | -43.3% | -30.0% |
| 1Y | -21.8% | +18.1% | -39.9% | -30.3% |
| 3Y | -21.0% | +101.9% | -122.9% | -51.2% |
| 5Y | +8.1% | +67.0% | -58.9% | -24.9% |
| All | -76.5% | +123.3% | -199.8% | -85.9% |
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