+221.7%
PR vs EVRG
+64.6%
+157.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -16.4% | +1.9% | -18.3% | -16.8% |
| 30D | -1.9% | +9.0% | -10.9% | -4.0% |
| 3M | +8.0% | +6.3% | +1.6% | +6.2% |
| 6M | +4.1% | +9.9% | -5.8% | +1.4% |
| YTD | +58.7% | +23.8% | +34.9% | +49.1% |
| 1Y | +75.8% | +19.9% | +55.9% | +66.6% |
| 3Y | +73.2% | +94.3% | -21.1% | +38.2% |
| All | +221.7% | +64.6% | +157.1% | +163.9% |
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