-22.2%
PFE vs EVRG
+49.3%
-71.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -2.7% | +0.9% | -3.5% | -3.0% |
| 30D | +3.8% | -0.5% | +4.4% | +4.0% |
| 3M | +10.4% | +1.5% | +8.9% | +9.6% |
| 6M | +6.3% | +1.2% | +5.1% | +5.5% |
| YTD | +17.4% | +16.3% | +1.0% | +10.5% |
| 1Y | +21.1% | +20.3% | +0.9% | +12.5% |
| 3Y | -1.6% | +72.3% | -73.9% | -20.3% |
| 5Y | -22.2% | +46.7% | -68.8% | -34.8% |
| All | -22.2% | +49.3% | -71.4% | -34.8% |
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 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