+361.6%
PSX vs EVRG
+124.6%
+237.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +7.8% | +1.4% | +6.4% | +7.2% |
| 30D | -10.9% | +7.4% | -18.3% | -13.4% |
| 3M | +14.5% | +7.2% | +7.3% | +11.2% |
| 6M | +56.1% | +9.5% | +46.6% | +50.1% |
| YTD | +109.6% | +25.6% | +84.0% | +89.9% |
| 1Y | +95.5% | +20.4% | +75.2% | +80.2% |
| 3Y | +156.2% | +108.8% | +47.4% | +85.6% |
| 5Y | +310.0% | +68.0% | +242.0% | +220.0% |
| All | +361.6% | +124.6% | +237.0% | +232.3% |
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 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