+302.9%
PEG vs XYL
+389.9%
-87.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +4.5% | -3.7% | +8.2% | +5.6% |
| 30D | +7.5% | -8.3% | +15.9% | +9.4% |
| 3M | +0.8% | -21.4% | +22.3% | +6.9% |
| 6M | 0.0% | -12.9% | +13.0% | +2.9% |
| YTD | -3.0% | -30.1% | +27.0% | +5.2% |
| 1Y | -4.7% | -35.2% | +30.4% | +5.6% |
| 3Y | +36.5% | -0.8% | +37.3% | +32.2% |
| 5Y | +44.4% | -23.2% | +67.6% | +47.7% |
| 10Y | +170.2% | +101.2% | +69.0% | +115.9% |
| All | +302.9% | +389.9% | -87.0% | +181.9% |
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