+2,521.4%
PWR vs XEL
+151.6%
+2,369.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -4.0% | -3.9% | -0.1% | -2.8% |
| 3M | -4.8% | -2.8% | -2.0% | -4.0% |
| 6M | +14.6% | -5.4% | +20.0% | +16.5% |
| YTD | +54.2% | +3.8% | +50.5% | +52.4% |
| 1Y | +67.1% | +6.8% | +60.3% | +63.5% |
| 3Y | +218.5% | +45.6% | +172.9% | +176.0% |
| 5Y | +466.3% | +30.7% | +435.6% | +405.2% |
| All | +2,521.4% | +151.6% | +2,369.9% | +2,215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling