-11.1%
PCG vs EVRG
+72.7%
-83.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.0% |
| 7D | +5.4% | +0.9% | +4.5% | +4.8% |
| 30D | -15.1% | -0.5% | -14.6% | -14.7% |
| 3M | -9.8% | +1.5% | -11.3% | -10.8% |
| 6M | -18.0% | +1.2% | -19.2% | -18.6% |
| YTD | -7.2% | +16.3% | -23.6% | -17.0% |
| 1Y | +2.9% | +20.3% | -17.4% | -10.2% |
| 3Y | -11.1% | +72.3% | -83.4% | -40.4% |
| All | -11.1% | +72.7% | -83.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling