+211.8%
PM vs EVRG
+111.7%
+100.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.0% |
| 7D | -1.2% | +0.6% | -1.7% | -1.4% |
| 30D | -0.2% | -0.2% | +0.1% | -0.1% |
| 3M | +4.9% | -0.5% | +5.4% | +5.1% |
| 6M | +9.0% | +0.2% | +8.9% | +8.9% |
| YTD | +17.8% | +14.9% | +2.9% | +11.2% |
| 1Y | +16.8% | +18.2% | -1.4% | +8.9% |
| 3Y | +125.4% | +70.2% | +55.3% | +80.4% |
| 5Y | +128.7% | +45.3% | +83.4% | +92.7% |
| 10Y | +211.8% | +112.4% | +99.4% | +122.7% |
| All | +211.8% | +111.7% | +100.1% | +122.7% |
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