+152.2%
PR vs EVRG
+156.9%
-4.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -9.5% | +3.5% | -13.0% | -9.5% |
| 30D | -5.7% | +9.2% | -14.9% | -5.7% |
| 3M | +3.0% | +8.6% | -5.7% | +3.0% |
| 6M | +11.8% | +10.0% | +1.9% | +11.8% |
| YTD | +58.5% | +25.1% | +33.4% | +58.4% |
| 1Y | +69.9% | +19.5% | +50.4% | +69.8% |
| 3Y | +84.9% | +102.3% | -17.4% | +85.0% |
| 5Y | +246.4% | +66.8% | +179.6% | +246.0% |
| 10Y | +70.3% | +125.0% | -54.7% | +134.8% |
| All | +152.2% | +156.9% | -4.7% | +245.1% |
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