-6.5%
XEL vs PBR
+24.5%
-31.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | -1.2% | +4.2% | -5.5% | -1.2% |
| 30D | -2.9% | +22.7% | -25.6% | -3.0% |
| 3M | -2.7% | +21.5% | -24.2% | -2.8% |
| 6M | -6.5% | +24.0% | -30.5% | -6.4% |
| All | -6.5% | +24.5% | -31.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 6mo: compounded portfolio wealth divided by compounded PBR 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…
6mo analysis · Full analysis span regression · 6 months rolling