+156.2%
PSX vs XEL
+53.0%
+103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +7.8% | +2.4% | +5.4% | +7.4% |
| 30D | -10.9% | +8.3% | -19.2% | -12.0% |
| 3M | +14.5% | +4.2% | +10.3% | +13.7% |
| 6M | +56.1% | +3.7% | +52.4% | +55.0% |
| YTD | +109.6% | +13.1% | +96.5% | +104.2% |
| 1Y | +95.5% | +5.0% | +90.5% | +93.1% |
| 3Y | +156.2% | +55.0% | +101.2% | +143.1% |
| All | +156.2% | +53.0% | +103.2% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling