+75.7%
PEP vs XEL
+151.3%
-75.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -1.4% | -1.2% | -0.1% | -0.7% |
| 30D | -0.2% | -2.9% | +2.7% | +1.3% |
| 3M | -4.3% | -2.7% | -1.6% | -3.0% |
| 6M | -13.2% | -6.5% | -6.7% | -10.3% |
| YTD | -1.9% | +3.6% | -5.5% | -4.3% |
| 1Y | -0.3% | +7.5% | -7.8% | -5.1% |
| 3Y | -13.6% | +46.3% | -59.9% | -32.2% |
| 5Y | +3.4% | +30.5% | -27.2% | -14.8% |
| All | +75.7% | +151.3% | -75.6% | +3.0% |
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