+3.9%
PEP vs XYL
-14.7%
+18.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.2% |
| 30D | +0.7% | -9.2% | +9.9% | +2.2% |
| 3M | -0.5% | -0.3% | -0.3% | -0.6% |
| 6M | -11.3% | -11.0% | -0.3% | -9.8% |
| YTD | -0.6% | -19.2% | +18.6% | +2.5% |
| 1Y | +1.7% | -21.2% | +22.9% | +5.2% |
| 3Y | -12.5% | +18.6% | -31.1% | -18.9% |
| 5Y | +3.9% | -14.3% | +18.2% | -1.9% |
| All | +3.9% | -14.7% | +18.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling