+20.8%
PFE vs XEL
+52.8%
-32.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | +3.1% | +9.2% | -6.1% | +1.1% |
| 3M | +11.2% | +4.5% | +6.7% | +10.1% |
| 6M | +15.0% | +3.6% | +11.4% | +14.0% |
| YTD | +23.5% | +12.9% | +10.6% | +19.8% |
| 1Y | +18.9% | +4.1% | +14.8% | +17.5% |
| All | +20.8% | +52.8% | -32.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling