+540.2%
PL vs EVRG
+103.1%
+437.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +13.4% | +2.5% | +10.9% | +12.9% |
| 30D | -10.2% | +8.4% | -18.5% | -11.6% |
| 3M | -39.5% | +8.6% | -48.1% | -40.5% |
| 6M | -65.7% | +7.7% | -73.4% | -66.4% |
| YTD | -27.3% | +25.0% | -52.2% | -34.0% |
| 1Y | +15.0% | +18.7% | -3.7% | +7.3% |
| All | +540.2% | +103.1% | +437.1% | +269.9% |
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