+419.1%
PFGC vs EVRG
+216.9%
+202.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.8% |
| 30D | -11.9% | -1.0% | -10.9% | -11.6% |
| 3M | +5.0% | +0.4% | +4.6% | +4.6% |
| 6M | +8.6% | -0.8% | +9.4% | +8.6% |
| YTD | +9.7% | +15.3% | -5.7% | +1.1% |
| 1Y | -6.3% | +17.9% | -24.2% | -14.8% |
| 3Y | +58.2% | +71.9% | -13.7% | +15.4% |
| 5Y | +110.4% | +45.3% | +65.2% | +65.8% |
| 10Y | +272.8% | +113.1% | +159.7% | +170.1% |
| All | +419.1% | +216.9% | +202.3% | +224.4% |
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