+3,280.0%
PFE vs XEL
+1,934.3%
+1,345.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +1.8% | -1.0% | +2.7% | +2.0% |
| 30D | +10.2% | -1.9% | +12.1% | +10.8% |
| 3M | +12.7% | -1.9% | +14.6% | +13.1% |
| 6M | +10.5% | -7.4% | +18.0% | +12.6% |
| YTD | +20.2% | +4.1% | +16.1% | +18.4% |
| 1Y | +24.1% | +8.0% | +16.0% | +20.9% |
| 3Y | -3.6% | +48.4% | -52.0% | -14.8% |
| 5Y | -20.9% | +27.2% | -48.1% | -27.4% |
| 10Y | +35.8% | +146.8% | -111.0% | +4.2% |
| All | +3,280.0% | +1,934.3% | +1,345.6% | +1,205.7% |
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