+287.2%
PFGC vs EVRG
+113.2%
+173.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -17.2% | 0.0% | -17.2% | -17.3% |
| 3M | -6.3% | -1.0% | -5.4% | -6.1% |
| 6M | +8.8% | +1.0% | +7.9% | +7.7% |
| YTD | +4.9% | +15.1% | -10.2% | -3.4% |
| 1Y | -9.5% | +17.6% | -27.1% | -17.8% |
| 3Y | +59.6% | +70.5% | -10.9% | +15.9% |
| 5Y | +113.5% | +48.9% | +64.6% | +64.4% |
| All | +287.2% | +113.2% | +173.9% | +196.3% |
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