+38.0%
PEG vs XYL
-15.8%
+53.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -2.8% | -13.2% | +10.4% | +0.8% |
| 3M | -6.9% | -0.2% | -6.8% | -7.2% |
| 6M | -11.4% | -12.5% | +1.1% | -8.7% |
| YTD | -7.4% | -20.9% | +13.5% | -2.4% |
| 1Y | -8.3% | -21.6% | +13.3% | -3.3% |
| 3Y | +31.5% | +16.1% | +15.4% | +20.3% |
| 5Y | +38.0% | -15.6% | +53.6% | +27.6% |
| All | +38.0% | -15.8% | +53.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling