+260.9%
PM vs EVRG
+124.9%
+136.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | +2.5% | -9.5% | -8.0% |
| 30D | -2.8% | +8.4% | -11.2% | -6.0% |
| 3M | +6.3% | +8.6% | -2.2% | +2.7% |
| 6M | +9.6% | +7.7% | +2.0% | +6.2% |
| YTD | +25.6% | +25.0% | +0.6% | +14.5% |
| 1Y | +29.7% | +18.7% | +10.9% | +20.6% |
| 3Y | +147.6% | +102.1% | +45.5% | +85.1% |
| 5Y | +160.1% | +66.8% | +93.3% | +107.2% |
| 10Y | +260.9% | +123.5% | +137.4% | +157.4% |
| All | +260.9% | +124.9% | +136.0% | +157.4% |
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 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