+3.7%
PEP vs XYL
-30.7%
+34.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.0% | -1.2% | +3.1% |
| 7D | +7.4% | +14.5% | -7.1% | +5.7% |
| 30D | +13.3% | -1.3% | +14.7% | +13.2% |
| 3M | +3.5% | -17.0% | +20.5% | +4.3% |
| 6M | -5.9% | -11.3% | +5.4% | -5.0% |
| YTD | +2.3% | -25.0% | +27.2% | +3.1% |
| 1Y | +3.7% | -31.5% | +35.2% | +2.7% |
| All | +3.7% | -30.7% | +34.4% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling