+198.3%
PTC vs EVRG
+111.7%
+86.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.9% |
| 7D | -13.6% | +0.6% | -14.1% | -13.7% |
| 30D | -14.7% | -0.2% | -14.4% | -14.6% |
| 3M | -5.9% | -0.5% | -5.4% | -6.0% |
| 6M | -21.1% | +0.2% | -21.3% | -21.5% |
| YTD | -26.0% | +14.9% | -40.9% | -29.4% |
| 1Y | -36.8% | +18.2% | -55.0% | -40.3% |
| 3Y | -10.3% | +70.2% | -80.4% | -24.9% |
| 5Y | +1.2% | +45.3% | -44.2% | -11.5% |
| 10Y | +198.3% | +112.4% | +85.9% | +133.8% |
| All | +198.3% | +111.7% | +86.6% | +133.8% |
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