+125.1%
PM vs XEL
+33.1%
+92.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -1.3% | +1.3% | -2.6% | -1.8% |
| 30D | -2.6% | -1.5% | -1.0% | -2.0% |
| 3M | +5.8% | -0.2% | +6.0% | +5.8% |
| 6M | +10.6% | -5.4% | +16.0% | +12.6% |
| YTD | +17.2% | +5.6% | +11.5% | +14.7% |
| 1Y | +17.6% | +10.5% | +7.2% | +13.0% |
| 3Y | +124.3% | +49.2% | +75.1% | +92.4% |
| 5Y | +125.1% | +30.1% | +95.0% | +99.7% |
| All | +125.1% | +33.1% | +92.0% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling