+2,151.7%
PPL vs EVRG
+2,228.5%
-76.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.4% | +1.9% | -1.5% | -0.6% |
| 30D | +5.4% | +9.0% | -3.6% | +0.8% |
| 3M | +4.3% | +6.3% | -2.1% | +1.0% |
| 6M | -1.3% | +9.9% | -11.2% | -6.1% |
| YTD | +4.7% | +23.8% | -19.1% | -6.5% |
| 1Y | +1.3% | +19.9% | -18.6% | -7.9% |
| 3Y | +57.2% | +94.3% | -37.0% | +11.3% |
| 5Y | +48.2% | +64.6% | -16.4% | +14.2% |
| 10Y | +62.7% | +121.7% | -59.0% | +7.0% |
| All | +2,151.7% | +2,228.5% | -76.8% | +481.7% |
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