+39.5%
PL vs EVRG
+73.1%
-33.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +10.0% | +1.4% | +8.6% | +9.6% |
| 30D | -2.3% | +7.4% | -9.7% | -4.4% |
| 3M | -44.2% | +7.2% | -51.4% | -45.4% |
| 6M | -66.1% | +9.5% | -75.6% | -67.2% |
| YTD | -30.0% | +25.6% | -55.5% | -36.3% |
| 1Y | +21.0% | +20.4% | +0.7% | +12.0% |
| 3Y | +516.5% | +108.8% | +407.7% | +350.5% |
| 5Y | +32.0% | +68.0% | -35.9% | +4.8% |
| All | +39.5% | +73.1% | -33.6% | +10.7% |
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