+763.1%
PM vs EVRG
+682.8%
+80.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -4.9% | +1.1% | -6.0% | -5.4% |
| 30D | -3.4% | -1.0% | -2.4% | -3.0% |
| 3M | +5.2% | +0.4% | +4.8% | +5.0% |
| 6M | +3.7% | -0.8% | +4.6% | +4.1% |
| YTD | +15.8% | +15.3% | +0.4% | +8.4% |
| 1Y | +17.4% | +17.9% | -0.5% | +8.7% |
| 3Y | +116.9% | +71.9% | +45.0% | +68.4% |
| 5Y | +117.3% | +45.3% | +72.1% | +79.4% |
| 10Y | +193.8% | +113.1% | +80.7% | +92.4% |
| All | +763.1% | +682.8% | +80.4% | +177.3% |
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