+20.4%
PFE vs XEL
+7.9%
+12.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -4.0% | -1.2% | -2.8% | -3.8% |
| 30D | +3.9% | -2.9% | +6.8% | +4.4% |
| 3M | +9.9% | -2.7% | +12.6% | +10.4% |
| 6M | +5.3% | -6.5% | +11.8% | +6.3% |
| YTD | +16.8% | +3.6% | +13.1% | +15.9% |
| 1Y | +20.4% | +7.5% | +12.9% | +21.6% |
| All | +20.4% | +7.9% | +12.5% | +21.6% |
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