+26.6%
XEL vs PL
+84.9%
-58.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -1.0% | -9.3% | +8.4% | -0.8% |
| 30D | -1.9% | -18.9% | +17.0% | -1.6% |
| 3M | -1.9% | -58.4% | +56.5% | -0.7% |
| 6M | -7.4% | -30.3% | +22.9% | -7.3% |
| YTD | +4.1% | -8.1% | +12.2% | +3.6% |
| 1Y | +8.0% | +180.5% | -172.4% | +4.8% |
| 3Y | +48.4% | +444.1% | -395.8% | +38.6% |
| 5Y | +27.2% | +83.0% | -55.8% | +24.0% |
| All | +26.6% | +84.9% | -58.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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