+61.3%
PFGC vs EVRG
+71.7%
-10.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -16.0% | -0.2% | -15.7% | -16.0% |
| 3M | -4.1% | -0.5% | -3.7% | -4.1% |
| 6M | +8.7% | +0.2% | +8.5% | +8.4% |
| YTD | +6.4% | +14.9% | -8.5% | +1.3% |
| 1Y | -8.4% | +18.2% | -26.6% | -13.5% |
| All | +61.3% | +71.7% | -10.3% | +32.3% |
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 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