-35.5%
PSKY vs EVRG
+749.9%
-785.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.1% |
| 7D | +2.4% | +0.9% | +1.5% | +1.7% |
| 30D | +17.5% | -0.5% | +18.1% | +17.8% |
| 3M | +4.4% | +1.5% | +2.9% | +3.1% |
| 6M | -9.0% | +1.2% | -10.2% | -10.5% |
| YTD | -18.6% | +16.3% | -34.9% | -27.8% |
| 1Y | -27.7% | +20.3% | -48.0% | -37.3% |
| 3Y | -16.9% | +72.3% | -89.2% | -45.1% |
| 5Y | -70.3% | +46.7% | -117.0% | -78.5% |
| 10Y | -74.9% | +113.8% | -188.7% | -88.1% |
| All | -35.5% | +749.9% | -785.4% | -92.3% |
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