+287.8%
PEG vs XYL
+449.8%
-161.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +0.7% | -5.0% | +5.7% | +2.1% |
| 30D | -2.4% | -13.2% | +10.8% | +1.3% |
| 3M | -4.8% | -3.7% | -1.1% | -4.1% |
| 6M | -10.7% | -17.7% | +7.0% | -6.3% |
| YTD | -6.7% | -21.5% | +14.8% | -1.2% |
| 1Y | -6.8% | -24.5% | +17.7% | -0.4% |
| 3Y | +34.5% | +6.9% | +27.5% | +28.4% |
| 5Y | +35.8% | -18.1% | +53.8% | +37.2% |
| 10Y | +141.7% | +134.7% | +7.0% | +87.2% |
| All | +287.8% | +449.8% | -161.9% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling