+1,660.3%
PLTR vs EVRG
+104.0%
+1,556.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -2.2% | -1.2% | -1.0% | -2.2% |
| 3M | +27.6% | -0.6% | +28.2% | +27.5% |
| 6M | +10.3% | +2.4% | +7.9% | +9.9% |
| YTD | -5.9% | +15.5% | -21.4% | -7.5% |
| 1Y | +1.7% | +16.8% | -15.1% | 0.0% |
| 3Y | +959.1% | +75.0% | +884.1% | +909.8% |
| 5Y | +536.3% | +49.3% | +487.0% | +508.2% |
| All | +1,660.3% | +104.0% | +1,556.3% | +1,661.3% |
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 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