-2.6%
PEP vs XEL
+7.2%
-9.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.4% | -1.0% | -1.5% | -2.1% |
| 30D | -0.8% | -1.9% | +1.1% | -0.2% |
| 3M | -2.2% | -1.9% | -0.3% | -1.5% |
| 6M | -14.4% | -7.4% | -6.9% | -12.6% |
| YTD | -2.2% | +4.1% | -6.3% | -2.4% |
| 1Y | -2.6% | +8.0% | -10.6% | -3.8% |
| All | -2.6% | +7.2% | -9.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling