+100.5%
PSA vs EVRG
+113.9%
-13.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -8.4% | -1.2% | -7.1% | -7.8% |
| 3M | -7.8% | -0.6% | -7.2% | -7.6% |
| 6M | +0.8% | +2.4% | -1.6% | -0.5% |
| YTD | +16.5% | +15.5% | +1.0% | +8.3% |
| 1Y | +4.7% | +16.8% | -12.1% | -3.3% |
| 3Y | +21.1% | +75.0% | -53.9% | -8.8% |
| 5Y | +14.2% | +49.3% | -35.2% | -7.5% |
| All | +100.5% | +113.9% | -13.4% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling