+8,866.4%
PTC vs EVRG
+2,249.8%
+6,616.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | +2.5% | -2.0% | -0.6% |
| 30D | +0.9% | +8.4% | -7.5% | -2.8% |
| 3M | +30.4% | +8.6% | +21.8% | +25.3% |
| 6M | +34.4% | +7.7% | +26.8% | +29.2% |
| YTD | +12.6% | +25.0% | -12.4% | +0.6% |
| 1Y | +10.2% | +18.7% | -8.6% | +0.7% |
| 3Y | +29.4% | +102.1% | -72.7% | -9.3% |
| 5Y | +63.7% | +66.8% | -3.1% | +23.9% |
| 10Y | +316.9% | +123.5% | +193.4% | +153.6% |
| All | +8,866.4% | +2,249.8% | +6,616.6% | +1,285.5% |
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