+91.3%
PEP vs XEL
+187.3%
-96.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.3% | +1.4% | -1.7% | -1.1% |
| 30D | +11.8% | +9.2% | +2.6% | +6.6% |
| 3M | +3.7% | +4.5% | -0.9% | +1.1% |
| 6M | -4.3% | +3.6% | -7.9% | -6.4% |
| YTD | +2.1% | +12.9% | -10.8% | -4.9% |
| 1Y | +2.5% | +4.1% | -1.6% | -0.3% |
| 3Y | -5.0% | +52.3% | -57.3% | -26.9% |
| 5Y | +2.9% | +51.6% | -48.7% | -22.3% |
| All | +91.3% | +187.3% | -96.0% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling