+240.3%
PLD vs EVRG
+114.7%
+125.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.3% |
| 7D | -0.9% | +0.9% | -1.7% | -1.4% |
| 30D | -1.2% | -0.5% | -0.7% | -0.9% |
| 3M | -2.3% | +1.5% | -3.8% | -3.4% |
| 6M | +4.5% | +1.2% | +3.4% | +3.4% |
| YTD | +10.1% | +16.3% | -6.2% | -0.3% |
| 1Y | +25.9% | +20.3% | +5.6% | +11.4% |
| 3Y | +24.4% | +72.3% | -47.9% | -13.0% |
| 5Y | +15.5% | +46.7% | -31.2% | -11.0% |
| 10Y | +240.3% | +113.8% | +126.5% | +100.5% |
| All | +240.3% | +114.7% | +125.6% | +100.5% |
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