-1.6%
PFE vs EVRG
+72.7%
-74.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -2.7% | +0.9% | -3.5% | -2.9% |
| 30D | +3.8% | -0.5% | +4.4% | +4.0% |
| 3M | +10.4% | +1.5% | +8.9% | +9.7% |
| 6M | +6.3% | +1.2% | +5.1% | +5.7% |
| YTD | +17.4% | +16.3% | +1.0% | +11.5% |
| 1Y | +21.1% | +20.3% | +0.9% | +13.8% |
| 3Y | -1.6% | +72.3% | -73.9% | -16.8% |
| All | -1.6% | +72.7% | -74.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling