+79.3%
PR vs EVRG
+71.9%
+7.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +18.0% | -1.0% | +19.0% | +18.1% |
| 3M | +16.9% | +0.4% | +16.5% | +16.8% |
| 6M | +28.2% | -0.8% | +29.1% | +28.2% |
| YTD | +69.3% | +15.3% | +54.0% | +64.5% |
| 1Y | +69.5% | +17.9% | +51.6% | +63.6% |
| All | +79.3% | +71.9% | +7.4% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling