+451.9%
PWR vs EVRG
+44.9%
+407.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.5% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -5.1% | -0.2% | -4.9% | -5.0% |
| 3M | -9.4% | -0.5% | -8.9% | -9.4% |
| 6M | +10.4% | +0.2% | +10.2% | +10.0% |
| YTD | +48.6% | +14.9% | +33.8% | +41.0% |
| 1Y | +68.0% | +18.2% | +49.8% | +57.7% |
| 3Y | +204.7% | +70.2% | +134.6% | +144.5% |
| 5Y | +451.9% | +45.3% | +406.6% | +345.7% |
| All | +451.9% | +44.9% | +407.0% | +345.7% |
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