+134.5%
PH vs EVRG
+104.1%
+30.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +4.3% | +1.4% | +2.9% | +4.1% |
| 30D | +0.1% | +7.4% | -7.2% | -1.2% |
| 3M | -9.4% | +7.2% | -16.6% | -10.6% |
| 6M | +8.8% | +9.5% | -0.7% | +6.9% |
| YTD | +9.6% | +25.6% | -16.0% | +4.7% |
| 1Y | +14.4% | +20.4% | -5.9% | +10.2% |
| 3Y | +134.5% | +108.8% | +25.7% | +102.4% |
| All | +134.5% | +104.1% | +30.4% | +102.4% |
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 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