-14.8%
PNR vs EVRG
+72.5%
-87.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -14.0% | -1.2% | -12.8% | -13.6% |
| 3M | -21.7% | -0.6% | -21.1% | -21.4% |
| 6M | -37.3% | +2.4% | -39.7% | -37.7% |
| YTD | -45.1% | +15.5% | -60.6% | -48.1% |
| 1Y | -49.1% | +16.8% | -66.0% | -52.2% |
| 3Y | -14.8% | +75.0% | -89.8% | -33.2% |
| All | -14.8% | +72.5% | -87.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling