+800.4%
PRU vs EVRG
+1,291.4%
-491.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.1% |
| 30D | +2.7% | -1.0% | +3.7% | +3.3% |
| 3M | +19.5% | +0.4% | +19.1% | +18.8% |
| 6M | +26.6% | -0.8% | +27.5% | +26.7% |
| YTD | +12.3% | +15.3% | -3.0% | +0.7% |
| 1Y | +18.0% | +17.9% | +0.2% | +3.9% |
| 3Y | +47.0% | +71.9% | -24.9% | -2.8% |
| 5Y | +48.4% | +45.3% | +3.2% | +7.9% |
| 10Y | +142.4% | +113.1% | +29.4% | +27.0% |
| All | +800.4% | +1,291.4% | -491.0% | +35.1% |
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