-13.5%
PEP vs XYL
-16.5%
+3.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.4% |
| 7D | -1.4% | -5.0% | +3.7% | -0.7% |
| 30D | +0.2% | -13.2% | +13.4% | +2.0% |
| 3M | -1.1% | -3.7% | +2.6% | +0.1% |
| 6M | -13.5% | -17.7% | +4.2% | -11.9% |
| All | -13.5% | -16.5% | +3.1% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling