+848.9%
PM vs XEL
+719.2%
+129.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +0.5% | +2.4% | -1.9% | -0.7% |
| 30D | -3.2% | +8.3% | -11.5% | -7.0% |
| 3M | +6.2% | +4.2% | +2.1% | +4.0% |
| 6M | +7.7% | +3.7% | +3.9% | +5.5% |
| YTD | +27.3% | +13.1% | +14.2% | +19.0% |
| 1Y | +32.8% | +5.0% | +27.8% | +28.8% |
| 3Y | +150.0% | +55.0% | +95.1% | +94.9% |
| 5Y | +164.2% | +51.8% | +112.4% | +103.7% |
| 10Y | +265.7% | +185.6% | +80.1% | +89.4% |
| All | +848.9% | +719.2% | +129.7% | +152.3% |
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