+79.1%
PEP vs XYL
+140.7%
-61.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +0.3% | -10.8% | +11.1% | +3.4% |
| 3M | -3.2% | -2.5% | -0.7% | -2.8% |
| 6M | -13.6% | -12.2% | -1.4% | -10.9% |
| YTD | -1.9% | -20.1% | +18.2% | +3.5% |
| 1Y | -0.6% | -20.6% | +20.0% | +4.8% |
| 3Y | -13.6% | +17.3% | -30.9% | -21.1% |
| 5Y | +3.2% | -14.5% | +17.7% | +2.6% |
| 10Y | +79.1% | +150.2% | -71.1% | +32.3% |
| All | +79.1% | +140.7% | -61.6% | +32.3% |
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