+154.1%
XEL vs PR
+169.5%
-15.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -0.9% |
| 30D | -1.9% | +18.0% | -20.0% | -1.5% |
| 3M | -1.9% | +16.9% | -18.8% | -1.5% |
| 6M | -7.4% | +28.2% | -35.7% | -6.9% |
| YTD | +4.1% | +69.3% | -65.3% | +5.4% |
| 1Y | +8.0% | +69.5% | -61.5% | +9.5% |
| 3Y | +48.4% | +81.7% | -33.3% | +51.0% |
| 5Y | +27.2% | +422.2% | -395.0% | +34.9% |
| 10Y | +146.8% | +110.4% | +36.4% | +177.4% |
| All | +154.1% | +169.5% | -15.3% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling