+169.6%
XEL vs PR
+152.6%
+17.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | -0.2% | -16.4% | +16.2% | -0.6% |
| 30D | +10.0% | -1.9% | +11.9% | +10.0% |
| 3M | +4.3% | +8.0% | -3.6% | +4.6% |
| 6M | +0.5% | +4.1% | -3.6% | +0.6% |
| YTD | +10.4% | +58.7% | -48.3% | +11.6% |
| 1Y | +2.0% | +75.8% | -73.8% | +3.4% |
| 3Y | +45.6% | +73.2% | -27.6% | +47.9% |
| 5Y | +46.6% | +230.1% | -183.5% | +53.1% |
| 10Y | +168.3% | +67.4% | +100.9% | +205.3% |
| All | +169.6% | +152.6% | +17.0% | +191.8% |
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