+1,920.9%
XEL vs PSA
+14,166.4%
-12,245.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | -1.5% | -8.2% | +6.6% | +0.4% |
| 3M | -0.2% | -2.1% | +1.9% | +0.2% |
| 6M | -5.4% | -0.2% | -5.2% | -5.5% |
| YTD | +5.6% | +18.5% | -12.8% | +1.3% |
| 1Y | +10.5% | +6.6% | +3.9% | +8.5% |
| 3Y | +49.2% | +24.5% | +24.7% | +40.4% |
| 5Y | +30.1% | +13.6% | +16.5% | +24.3% |
| 10Y | +146.7% | +102.0% | +44.7% | +108.1% |
| All | +1,920.9% | +14,166.4% | -12,245.5% | +1,064.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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