+2,521.4%
PWR vs EVRG
+113.9%
+2,407.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -4.0% | -1.2% | -2.8% | -3.6% |
| 3M | -4.8% | -0.6% | -4.2% | -4.7% |
| 6M | +14.6% | +2.4% | +12.2% | +13.3% |
| YTD | +54.2% | +15.5% | +38.8% | +45.2% |
| 1Y | +67.1% | +16.8% | +50.3% | +56.4% |
| 3Y | +218.5% | +75.0% | +143.5% | +149.2% |
| 5Y | +466.3% | +49.3% | +416.9% | +369.7% |
| All | +2,521.4% | +113.9% | +2,407.5% | +1,772.8% |
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