+0.1%
PPL vs EVRG
+20.4%
-20.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.4% |
| 7D | 0.0% | +3.5% | -3.5% | -2.7% |
| 30D | +4.3% | +9.2% | -4.9% | -2.9% |
| 3M | +2.9% | +8.6% | -5.7% | -3.8% |
| 6M | +1.1% | +10.0% | -8.9% | -6.0% |
| YTD | +4.5% | +25.1% | -20.6% | -13.5% |
| 1Y | +0.1% | +19.5% | -19.4% | -13.0% |
| All | +0.1% | +20.4% | -20.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling