+51.4%
PYPL vs EVRG
+245.0%
-193.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -4.9% | -1.0% | -3.9% | -4.5% |
| 3M | +28.9% | +0.4% | +28.5% | +28.6% |
| 6M | +18.2% | -0.8% | +19.1% | +18.2% |
| YTD | -5.0% | +15.3% | -20.4% | -10.7% |
| 1Y | -18.8% | +17.9% | -36.7% | -24.4% |
| 3Y | -12.6% | +71.9% | -84.5% | -30.5% |
| 5Y | -80.8% | +45.3% | -126.0% | -83.9% |
| 10Y | +49.9% | +113.1% | -63.1% | +6.8% |
| All | +51.4% | +245.0% | -193.6% | -11.6% |
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