-20.1%
PCOR vs EVRG
+64.6%
-84.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +22.7% | +1.9% | +20.9% | +22.4% |
| 30D | +37.5% | +9.0% | +28.4% | +35.7% |
| 3M | +35.2% | +6.3% | +28.9% | +33.9% |
| 6M | +42.2% | +9.9% | +32.3% | +39.8% |
| YTD | +3.6% | +23.8% | -20.3% | -1.1% |
| 1Y | -4.8% | +19.9% | -24.6% | -8.4% |
| 3Y | +48.3% | +94.3% | -45.9% | +22.6% |
| All | -20.1% | +64.6% | -84.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling