+2,558.8%
PPG vs EVRG
+2,071.0%
+487.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -7.9% | -1.2% | -6.7% | -7.6% |
| 3M | -10.2% | -0.6% | -9.6% | -10.1% |
| 6M | +2.7% | +2.4% | +0.2% | +1.6% |
| YTD | +4.9% | +15.5% | -10.6% | -0.7% |
| 1Y | -3.2% | +16.8% | -20.0% | -8.9% |
| 3Y | -17.0% | +75.0% | -92.0% | -33.4% |
| 5Y | -23.3% | +49.3% | -72.7% | -35.0% |
| 10Y | +26.4% | +113.5% | -87.1% | -9.6% |
| All | +2,558.8% | +2,071.0% | +487.7% | +723.9% |
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