+2,090.1%
PPL vs EVRG
+2,068.9%
+21.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | +0.5% | -1.0% | +1.5% | +1.0% |
| 3M | +0.7% | +0.4% | +0.3% | +0.5% |
| 6M | -7.6% | -0.8% | -6.8% | -7.2% |
| YTD | +1.8% | +15.3% | -13.5% | -5.6% |
| 1Y | -0.8% | +17.9% | -18.6% | -9.0% |
| 3Y | +56.9% | +71.9% | -15.1% | +18.3% |
| 5Y | +39.5% | +45.3% | -5.7% | +14.6% |
| 10Y | +55.4% | +113.1% | -57.7% | +4.6% |
| All | +2,090.1% | +2,068.9% | +21.2% | +487.3% |
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 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