+26.8%
PL vs EVRG
+70.7%
-44.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.3% |
| 7D | -6.8% | +1.9% | -8.7% | -7.4% |
| 30D | -29.3% | +9.0% | -38.3% | -31.2% |
| 3M | -44.8% | +6.3% | -51.1% | -45.9% |
| 6M | -68.4% | +9.9% | -78.3% | -69.5% |
| YTD | -36.4% | +23.8% | -60.2% | -41.9% |
| 1Y | +0.7% | +19.9% | -19.2% | -6.8% |
| 3Y | +455.3% | +94.3% | +361.1% | +315.3% |
| 5Y | +22.7% | +64.6% | -42.0% | -2.3% |
| All | +26.8% | +70.7% | -44.0% | +1.0% |
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