-34.1%
PCOR vs EVRG
+61.3%
-95.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -9.0% | +1.1% | -10.1% | -9.1% |
| 30D | +4.2% | -1.0% | +5.2% | +4.3% |
| 3M | +14.4% | +0.4% | +14.0% | +14.2% |
| 6M | +0.2% | -0.8% | +1.0% | +0.1% |
| YTD | -20.3% | +15.3% | -35.6% | -22.7% |
| 1Y | -16.1% | +17.9% | -34.0% | -19.2% |
| 3Y | -14.7% | +71.9% | -86.6% | -25.6% |
| 5Y | -43.2% | +45.3% | -88.4% | -49.6% |
| All | -34.1% | +61.3% | -95.4% | -38.1% |
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