+54.7%
XEL vs PL
+540.6%
-485.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.5% |
| 7D | +1.4% | +22.3% | -20.8% | +1.2% |
| 30D | +9.2% | -8.3% | +17.5% | +9.3% |
| 3M | +4.5% | -43.3% | +47.8% | +5.1% |
| 6M | +3.6% | -65.8% | +69.4% | +4.7% |
| YTD | +12.9% | -29.5% | +42.4% | +12.8% |
| 1Y | +4.1% | +11.7% | -7.6% | +3.1% |
| All | +54.7% | +540.6% | -485.8% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling