+3,908.7%
PG vs EVRG
+2,064.1%
+1,844.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | -1.5% | 0.0% | -1.6% | -1.6% |
| 3M | -3.4% | -1.0% | -2.4% | -3.1% |
| 6M | -7.0% | +1.0% | -8.0% | -7.3% |
| YTD | +2.0% | +15.1% | -13.1% | -1.8% |
| 1Y | -6.5% | +17.6% | -24.0% | -10.5% |
| 3Y | +1.2% | +70.5% | -69.3% | -12.5% |
| 5Y | +12.8% | +48.9% | -36.1% | +0.6% |
| 10Y | +117.7% | +112.8% | +4.9% | +75.8% |
| All | +3,908.7% | +2,064.1% | +1,844.6% | +1,910.9% |
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