+411.1%
PWR vs EVRG
+66.7%
+344.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +11.3% | +1.4% | +9.9% | +10.8% |
| 30D | -8.9% | +7.4% | -16.3% | -11.2% |
| 3M | -10.5% | +7.2% | -17.7% | -12.8% |
| 6M | -22.2% | +9.5% | -31.6% | -24.9% |
| YTD | +42.7% | +25.6% | +17.2% | +31.0% |
| 1Y | +41.1% | +20.4% | +20.8% | +31.4% |
| 3Y | +242.7% | +108.8% | +133.9% | +150.2% |
| All | +411.1% | +66.7% | +344.4% | +314.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling