-20.3%
PNR vs EVRG
+48.0%
-68.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 3M | -21.7% | -0.6% | -21.1% | -21.4% |
| 6M | -37.3% | +2.4% | -39.7% | -38.0% |
| YTD | -45.1% | +15.5% | -60.6% | -48.7% |
| 1Y | -49.1% | +16.8% | -66.0% | -52.8% |
| 3Y | -14.8% | +75.0% | -89.8% | -35.6% |
| All | -20.3% | +48.0% | -68.3% | -35.3% |
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 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