+105.7%
PCG vs EVRG
+2,068.9%
-1,963.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -13.9% | +1.1% | -15.0% | -14.4% |
| 30D | -16.9% | -1.0% | -15.9% | -16.4% |
| 3M | -14.7% | +0.4% | -15.1% | -14.8% |
| 6M | -23.8% | -0.8% | -23.0% | -23.4% |
| YTD | -10.5% | +15.3% | -25.8% | -17.0% |
| 1Y | -5.1% | +17.9% | -23.0% | -12.9% |
| 3Y | -11.6% | +71.9% | -83.5% | -33.7% |
| 5Y | +59.0% | +45.3% | +13.8% | +29.3% |
| 10Y | -75.7% | +113.1% | -188.8% | -83.8% |
| All | +105.7% | +2,068.9% | -1,963.2% | -49.1% |
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