+79.9%
PL vs EVRG
+60.4%
+19.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -7.5% | +0.9% | -8.4% | -7.8% |
| 30D | -25.6% | -0.5% | -25.0% | -25.5% |
| 3M | -45.6% | +1.5% | -47.1% | -46.1% |
| 6M | -29.5% | +1.2% | -30.7% | -30.4% |
| YTD | -9.7% | +16.3% | -26.0% | -15.9% |
| 1Y | +84.4% | +20.3% | +64.1% | +69.5% |
| 3Y | +550.0% | +72.3% | +477.7% | +404.6% |
| 5Y | +79.0% | +46.7% | +32.3% | +45.5% |
| All | +79.9% | +60.4% | +19.5% | +46.2% |
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