+268.2%
PR vs EVRG
+65.8%
+202.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +6.7% | +1.0% | +5.7% | +6.5% |
| 30D | -6.1% | +7.5% | -13.6% | -7.8% |
| 3M | +6.9% | +6.8% | 0.0% | +5.0% |
| 6M | +14.6% | +7.7% | +6.9% | +12.2% |
| YTD | +66.1% | +24.9% | +41.3% | +55.6% |
| 1Y | +77.0% | +18.1% | +58.9% | +68.4% |
| 3Y | +93.8% | +101.9% | -8.1% | +52.0% |
| 5Y | +268.2% | +67.0% | +201.3% | +207.7% |
| All | +268.2% | +65.8% | +202.4% | +207.7% |
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 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