+2.8%
XEL vs PR
+66.2%
-63.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | +1.1% | -12.4% | +13.4% | +1.2% |
| 30D | +8.7% | -6.6% | +15.2% | +8.6% |
| 3M | +3.5% | +7.5% | -4.0% | +3.1% |
| 6M | +2.6% | +10.8% | -8.2% | +1.9% |
| YTD | +11.1% | +57.0% | -46.0% | +4.6% |
| All | +2.8% | +66.2% | -63.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling