+415.3%
PR vs EVRG
+45.5%
+369.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +18.0% | -1.0% | +19.0% | +18.3% |
| 3M | +16.9% | +0.4% | +16.5% | +16.6% |
| 6M | +28.2% | -0.8% | +29.1% | +28.1% |
| YTD | +69.3% | +15.3% | +54.0% | +62.1% |
| 1Y | +69.5% | +17.9% | +51.6% | +60.9% |
| 3Y | +81.7% | +71.9% | +9.8% | +51.1% |
| All | +415.3% | +45.5% | +369.7% | +370.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling