+48.5%
PFE vs EVRG
+123.3%
-74.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +3.1% | +7.5% | -4.4% | +0.5% |
| 3M | +11.2% | +6.8% | +4.4% | +8.5% |
| 6M | +15.0% | +7.7% | +7.3% | +11.8% |
| YTD | +23.5% | +24.9% | -1.3% | +13.6% |
| 1Y | +18.9% | +18.1% | +0.8% | +11.5% |
| 3Y | +18.7% | +101.9% | -83.2% | -8.8% |
| 5Y | -24.0% | +67.0% | -91.0% | -38.0% |
| All | +48.5% | +123.3% | -74.8% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling