-39.0%
TROW vs EVRG
+48.0%
-87.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.6% | -1.2% | -3.4% | -4.1% |
| 3M | -0.7% | -0.6% | 0.0% | -0.6% |
| 6M | +22.2% | +2.4% | +19.8% | +20.3% |
| YTD | +6.6% | +15.5% | -8.8% | -1.2% |
| 1Y | +5.8% | +16.8% | -11.0% | -2.8% |
| 3Y | +11.6% | +75.0% | -63.4% | -18.4% |
| All | -39.0% | +48.0% | -87.0% | -52.5% |
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