+89.8%
PCG vs EVRG
+2,240.5%
-2,150.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -1.1% | +1.7% | -2.7% | -2.0% |
| 30D | +0.1% | +8.7% | -8.6% | -4.4% |
| 3M | -24.4% | +6.4% | -30.8% | -26.9% |
| 6M | -17.7% | +9.4% | -27.1% | -21.5% |
| YTD | -17.4% | +24.5% | -41.9% | -26.5% |
| 1Y | -19.4% | +20.5% | -39.8% | -27.0% |
| 3Y | -18.6% | +101.6% | -120.2% | -44.0% |
| 5Y | +10.2% | +67.5% | -57.2% | -16.8% |
| 10Y | -76.7% | +122.3% | -199.0% | -84.8% |
| All | +89.8% | +2,240.5% | -2,150.7% | -54.9% |
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 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