+6,346.6%
PTC vs EVRG
+2,068.9%
+4,277.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.8% |
| 7D | -10.3% | +1.1% | -11.4% | -10.7% |
| 30D | +1.1% | -1.0% | +2.2% | +1.5% |
| 3M | +1.6% | +0.4% | +1.2% | +1.1% |
| 6M | -13.5% | -0.8% | -12.6% | -13.7% |
| YTD | -19.1% | +15.3% | -34.4% | -24.9% |
| 1Y | -33.9% | +17.9% | -51.8% | -39.3% |
| 3Y | -3.9% | +71.9% | -75.8% | -27.4% |
| 5Y | +6.0% | +45.3% | -39.2% | -14.4% |
| 10Y | +223.7% | +113.1% | +110.7% | +101.1% |
| All | +6,346.6% | +2,068.9% | +4,277.7% | +934.8% |
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 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