+89.6%
PEP vs XYL
+113.6%
-24.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +1.9% |
| 7D | +4.6% | +0.6% | +4.0% | +4.4% |
| 30D | +14.0% | -5.7% | +19.7% | +15.4% |
| 3M | +5.4% | -19.8% | +25.2% | +11.3% |
| 6M | -5.1% | -14.2% | +9.1% | -1.8% |
| YTD | +3.1% | -28.1% | +31.2% | +11.4% |
| 1Y | +4.8% | -35.0% | +39.8% | +16.5% |
| 3Y | -4.1% | +2.1% | -6.2% | -9.3% |
| 5Y | +3.0% | -22.1% | +25.1% | +4.5% |
| 10Y | +89.6% | +107.0% | -17.4% | +43.7% |
| All | +89.6% | +113.6% | -24.0% | +43.7% |
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 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