+485.1%
PFGC vs EVRG
+245.0%
+240.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | +16.9% | +7.4% | +9.5% | +12.7% |
| 3M | +6.4% | +7.2% | -0.8% | +2.5% |
| 6M | +16.0% | +9.5% | +6.5% | +10.3% |
| YTD | +23.6% | +25.6% | -1.9% | +9.0% |
| 1Y | +16.6% | +20.4% | -3.7% | +5.1% |
| 3Y | +82.3% | +108.8% | -26.5% | +19.9% |
| 5Y | +138.7% | +68.0% | +70.8% | +73.5% |
| 10Y | +352.8% | +124.6% | +228.2% | +217.5% |
| All | +485.1% | +245.0% | +240.1% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling