+160.1%
PM vs XEL
+48.1%
+112.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | -7.1% | +0.7% | -7.8% | -7.3% |
| 30D | -2.8% | +9.3% | -12.1% | -5.8% |
| 3M | +6.3% | +5.3% | +1.1% | +4.4% |
| 6M | +9.6% | +2.2% | +7.4% | +8.7% |
| YTD | +25.6% | +12.3% | +13.3% | +20.3% |
| 1Y | +29.7% | +3.0% | +26.6% | +27.9% |
| 3Y | +147.6% | +51.6% | +96.0% | +111.6% |
| 5Y | +160.1% | +50.0% | +110.1% | +124.5% |
| All | +160.1% | +48.1% | +112.0% | +124.5% |
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