+1,747.8%
PLD vs EVRG
+745.0%
+1,002.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -2.4% | +1.1% | -3.5% | -3.0% |
| 30D | -2.4% | -1.0% | -1.4% | -1.9% |
| 3M | -3.8% | +0.4% | -4.2% | -4.2% |
| 6M | 0.0% | -0.8% | +0.9% | +0.2% |
| YTD | +9.2% | +15.3% | -6.1% | +0.1% |
| 1Y | +25.9% | +17.9% | +8.0% | +13.7% |
| 3Y | +21.3% | +71.9% | -50.6% | -12.7% |
| 5Y | +14.1% | +45.3% | -31.1% | -9.6% |
| 10Y | +237.9% | +113.1% | +124.8% | +108.0% |
| All | +1,747.8% | +745.0% | +1,002.8% | +460.4% |
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