+264.0%
PEP vs XYL
+394.7%
-130.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +1.1% | -5.9% | +6.9% | +2.6% |
| 30D | +13.6% | -7.3% | +20.9% | +15.3% |
| 3M | +5.1% | -22.5% | +27.6% | +11.4% |
| 6M | -1.6% | -14.4% | +12.8% | +1.6% |
| YTD | +3.3% | -29.4% | +32.7% | +11.4% |
| 1Y | +3.2% | -35.6% | +38.8% | +13.9% |
| 3Y | -3.9% | +0.3% | -4.2% | -7.6% |
| 5Y | +4.0% | -22.3% | +26.4% | +5.4% |
| 10Y | +90.1% | +103.2% | -13.1% | +47.4% |
| All | +264.0% | +394.7% | -130.7% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling