+66.2%
PL vs EVRG
+59.2%
+7.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -32.9% | -1.2% | -31.6% | -32.7% |
| 3M | -51.9% | -0.6% | -51.2% | -51.9% |
| 6M | -35.3% | +2.4% | -37.8% | -36.5% |
| YTD | -16.6% | +15.5% | -32.0% | -22.1% |
| 1Y | +70.1% | +16.8% | +53.3% | +58.1% |
| 3Y | +479.2% | +75.0% | +404.2% | +347.6% |
| 5Y | +65.9% | +49.3% | +16.6% | +35.2% |
| All | +66.2% | +59.2% | +7.0% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling