+105.7%
PCG vs XEL
+1,934.3%
-1,828.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -13.9% | -1.0% | -12.9% | -13.2% |
| 30D | -16.9% | -1.9% | -14.9% | -15.8% |
| 3M | -14.7% | -1.9% | -12.8% | -13.6% |
| 6M | -23.8% | -7.4% | -16.4% | -20.3% |
| YTD | -10.5% | +4.1% | -14.6% | -12.3% |
| 1Y | -5.1% | +8.0% | -13.2% | -9.2% |
| 3Y | -11.6% | +48.4% | -60.0% | -29.9% |
| 5Y | +59.0% | +27.2% | +31.8% | +36.1% |
| 10Y | -75.7% | +146.8% | -222.5% | -85.2% |
| All | +105.7% | +1,934.3% | -1,828.6% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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