+14,057.2%
TROW vs EVRG
+2,060.4%
+11,996.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | +2.9% | -0.5% | +3.4% | +3.0% |
| 6M | +22.2% | +0.2% | +22.0% | +21.4% |
| YTD | +8.1% | +14.9% | -6.8% | -0.3% |
| 1Y | +5.8% | +18.2% | -12.4% | -4.1% |
| 3Y | +14.0% | +70.2% | -56.2% | -16.0% |
| 5Y | -38.3% | +45.3% | -83.6% | -50.9% |
| 10Y | +131.7% | +112.4% | +19.2% | +44.6% |
| All | +14,057.2% | +2,060.4% | +11,996.8% | +3,071.0% |
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