+1,668.3%
PLTR vs EVRG
+121.9%
+1,546.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | +4.7% | +1.4% | +3.3% | +4.7% |
| 30D | -16.4% | +7.4% | -23.8% | -16.7% |
| 3M | -6.2% | +7.2% | -13.4% | -6.4% |
| 6M | +29.2% | +9.5% | +19.7% | +28.5% |
| YTD | -5.5% | +25.6% | -31.1% | -7.4% |
| 1Y | -2.4% | +20.4% | -22.8% | -3.9% |
| 3Y | +752.3% | +108.8% | +643.5% | +707.0% |
| 5Y | +635.8% | +68.0% | +567.9% | +610.3% |
| All | +1,668.3% | +121.9% | +1,546.4% | +1,662.7% |
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 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