-7.2%
PTC vs EVRG
+72.7%
-79.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.6% |
| 7D | -12.8% | +0.9% | -13.7% | -12.9% |
| 30D | -9.8% | -0.5% | -9.2% | -9.8% |
| 3M | -2.1% | +1.5% | -3.6% | -2.3% |
| 6M | -18.1% | +1.2% | -19.3% | -18.3% |
| YTD | -23.5% | +16.3% | -39.8% | -25.0% |
| 1Y | -37.4% | +20.3% | -57.6% | -38.8% |
| 3Y | -7.2% | +72.3% | -79.5% | -13.0% |
| All | -7.2% | +72.7% | -79.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling