+763.1%
PM vs XEL
+654.0%
+109.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.5% |
| 7D | -4.9% | -1.0% | -3.9% | -4.4% |
| 30D | -3.4% | -1.9% | -1.5% | -2.5% |
| 3M | +5.2% | -1.9% | +7.1% | +6.1% |
| 6M | +3.7% | -7.4% | +11.2% | +7.5% |
| YTD | +15.8% | +4.1% | +11.7% | +12.9% |
| 1Y | +17.4% | +8.0% | +9.3% | +11.9% |
| 3Y | +116.9% | +48.4% | +68.5% | +72.4% |
| 5Y | +117.3% | +27.2% | +90.1% | +83.8% |
| 10Y | +193.8% | +146.8% | +46.9% | +64.6% |
| All | +763.1% | +654.0% | +109.2% | +139.5% |
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 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