+3,309.4%
PEP vs XEL
+2,096.4%
+1,212.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +1.1% | +0.7% | +0.3% | +0.8% |
| 30D | +13.6% | +9.3% | +4.3% | +10.6% |
| 3M | +5.1% | +5.3% | -0.2% | +3.4% |
| 6M | -1.6% | +2.2% | -3.8% | -2.4% |
| YTD | +3.3% | +12.3% | -9.0% | -0.4% |
| 1Y | +3.2% | +3.0% | +0.2% | +2.0% |
| 3Y | -3.9% | +51.6% | -55.5% | -16.2% |
| 5Y | +4.0% | +50.0% | -45.9% | -9.3% |
| 10Y | +90.1% | +183.8% | -93.7% | +41.7% |
| All | +3,309.4% | +2,096.4% | +1,212.9% | +1,035.7% |
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