+143.4%
PEG vs XYL
+150.5%
-7.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | -3.7% | -11.9% | +8.2% | +0.1% |
| 3M | -7.3% | -1.5% | -5.7% | -7.1% |
| 6M | -10.5% | -11.9% | +1.4% | -7.3% |
| YTD | -7.5% | -20.6% | +13.1% | -1.6% |
| 1Y | -8.7% | -23.5% | +14.8% | -1.8% |
| 3Y | +31.4% | +14.9% | +16.5% | +20.8% |
| 5Y | +37.8% | -15.3% | +53.1% | +38.1% |
| All | +143.4% | +150.5% | -7.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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