-1.6%
PFE vs XEL
+50.2%
-51.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.6% |
| 7D | -2.7% | +1.3% | -4.0% | -2.9% |
| 30D | +3.8% | -1.5% | +5.4% | +4.2% |
| 3M | +10.4% | -0.2% | +10.6% | +10.3% |
| 6M | +6.3% | -5.4% | +11.7% | +7.4% |
| YTD | +17.4% | +5.6% | +11.7% | +15.6% |
| 1Y | +21.1% | +10.5% | +10.7% | +18.0% |
| 3Y | -1.6% | +49.2% | -50.8% | -7.8% |
| All | -1.6% | +50.2% | -51.8% | -7.8% |
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