+811.9%
PGR vs EVRG
+113.9%
+698.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +4.9% | -1.2% | +6.2% | +5.4% |
| 3M | +7.6% | -0.6% | +8.3% | +7.9% |
| 6M | +8.3% | +2.4% | +5.8% | +7.2% |
| YTD | +1.7% | +15.5% | -13.7% | -3.5% |
| 1Y | -6.8% | +16.8% | -23.7% | -12.1% |
| 3Y | +73.4% | +75.0% | -1.6% | +41.6% |
| 5Y | +161.2% | +49.3% | +111.9% | +124.2% |
| All | +811.9% | +113.9% | +698.0% | +595.1% |
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