+125.1%
PM vs EVRG
+49.3%
+75.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -2.6% | -0.5% | -2.0% | -2.3% |
| 3M | +5.8% | +1.5% | +4.3% | +5.1% |
| 6M | +10.6% | +1.2% | +9.4% | +10.0% |
| YTD | +17.2% | +16.3% | +0.8% | +10.1% |
| 1Y | +17.6% | +20.3% | -2.6% | +8.9% |
| 3Y | +124.3% | +72.3% | +51.9% | +80.1% |
| 5Y | +125.1% | +46.7% | +78.4% | +90.8% |
| All | +125.1% | +49.3% | +75.8% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling