+807.9%
PRU vs EVRG
+1,407.5%
-599.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.8% | +2.5% | -5.3% | -4.5% |
| 30D | +8.5% | +8.4% | +0.1% | +2.6% |
| 3M | +1.7% | +8.6% | -6.8% | -4.1% |
| 6M | +24.8% | +7.7% | +17.1% | +18.0% |
| YTD | +13.3% | +25.0% | -11.7% | -4.1% |
| 1Y | +21.4% | +18.7% | +2.6% | +6.3% |
| 3Y | +54.8% | +102.1% | -47.3% | -8.5% |
| 5Y | +42.4% | +66.8% | -24.5% | -6.1% |
| 10Y | +98.4% | +123.5% | -25.1% | +0.8% |
| All | +807.9% | +1,407.5% | -599.6% | +28.7% |
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 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