+63.3%
PYPL vs EVRG
+275.6%
-212.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | +5.7% | +7.4% | -1.7% | +2.8% |
| 3M | -1.9% | +7.2% | -9.1% | -4.5% |
| 6M | +31.8% | +9.5% | +22.3% | +27.1% |
| YTD | +2.4% | +25.6% | -23.1% | -6.7% |
| 1Y | -8.2% | +20.4% | -28.6% | -15.1% |
| 3Y | +10.2% | +108.8% | -98.6% | -18.7% |
| 5Y | -71.2% | +68.0% | -139.2% | -77.1% |
| 10Y | +49.6% | +124.6% | -75.1% | +4.2% |
| All | +63.3% | +275.6% | -212.3% | -7.7% |
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 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