+1,706.1%
PLTR vs EVRG
+120.6%
+1,585.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +10.7% | +1.0% | +9.7% | +10.7% |
| 30D | -17.8% | +7.5% | -25.3% | -18.0% |
| 3M | +0.3% | +6.8% | -6.5% | 0.0% |
| 6M | +26.2% | +7.7% | +18.4% | +25.6% |
| YTD | -3.5% | +24.9% | -28.3% | -5.4% |
| 1Y | -6.8% | +18.1% | -24.9% | -8.1% |
| 3Y | +772.3% | +101.9% | +670.4% | +727.4% |
| 5Y | +651.6% | +67.0% | +584.6% | +625.7% |
| All | +1,706.1% | +120.6% | +1,585.5% | +1,700.7% |
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