+1,831.6%
PWR vs EVRG
+124.6%
+1,707.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +11.3% | +1.4% | +9.9% | +10.7% |
| 30D | -8.9% | +7.4% | -16.3% | -11.6% |
| 3M | -10.5% | +7.2% | -17.7% | -13.1% |
| 6M | -22.2% | +9.5% | -31.6% | -25.3% |
| YTD | +42.7% | +25.6% | +17.2% | +29.7% |
| 1Y | +41.1% | +20.4% | +20.8% | +30.4% |
| 3Y | +242.7% | +108.8% | +133.9% | +149.0% |
| 5Y | +418.5% | +68.0% | +350.6% | +309.9% |
| All | +1,831.6% | +124.6% | +1,707.0% | +1,284.5% |
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 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