+37.6%
XEL vs PL
+40.9%
-3.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.1% |
| 7D | +2.4% | +10.0% | -7.6% | +2.3% |
| 30D | +8.3% | -2.3% | +10.6% | +8.3% |
| 3M | +4.2% | -44.2% | +48.4% | +5.0% |
| 6M | +3.7% | -66.1% | +69.8% | +5.2% |
| YTD | +13.1% | -30.0% | +43.0% | +12.9% |
| 1Y | +5.0% | +21.0% | -16.0% | +3.6% |
| 3Y | +55.0% | +516.5% | -461.6% | +44.1% |
| 5Y | +51.8% | +32.0% | +19.8% | +48.7% |
| All | +37.6% | +40.9% | -3.3% | +34.8% |
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