+147.8%
XEL vs PPG
+26.9%
+120.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -6.2% | +6.0% | +1.1% |
| 30D | -3.9% | -7.9% | +4.0% | -2.2% |
| 3M | -2.8% | -10.2% | +7.4% | -0.6% |
| 6M | -5.4% | +2.7% | -8.1% | -6.5% |
| YTD | +3.8% | +4.9% | -1.1% | +1.8% |
| 1Y | +6.8% | -3.2% | +10.0% | +6.6% |
| 3Y | +45.6% | -17.0% | +62.6% | +49.1% |
| 5Y | +30.7% | -23.3% | +54.0% | +34.0% |
| All | +147.8% | +26.9% | +120.9% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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