+208.8%
PM vs XEL
+151.3%
+57.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +1.9% | -1.2% | +3.2% | +2.5% |
| 30D | +1.9% | -2.9% | +4.8% | +3.2% |
| 3M | +4.6% | -2.7% | +7.3% | +5.8% |
| 6M | +11.7% | -6.5% | +18.2% | +14.8% |
| YTD | +20.4% | +3.6% | +16.7% | +18.0% |
| 1Y | +19.0% | +7.5% | +11.5% | +14.3% |
| 3Y | +130.4% | +46.3% | +84.0% | +88.9% |
| 5Y | +131.5% | +30.5% | +100.9% | +97.3% |
| All | +208.8% | +151.3% | +57.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling