+82.3%
PL vs EVRG
+45.5%
+36.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -9.3% | +1.1% | -10.4% | -9.7% |
| 30D | -18.9% | -1.0% | -17.9% | -18.7% |
| 3M | -58.4% | +0.4% | -58.8% | -58.7% |
| 6M | -30.3% | -0.8% | -29.5% | -30.6% |
| YTD | -8.1% | +15.3% | -23.5% | -14.5% |
| 1Y | +180.5% | +17.9% | +162.6% | +158.1% |
| 3Y | +444.1% | +71.9% | +372.2% | +315.0% |
| All | +82.3% | +45.5% | +36.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling