+248.1%
PEP vs XYL
+449.8%
-201.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | -1.4% | -5.0% | +3.7% | -0.1% |
| 30D | +0.2% | -13.2% | +13.4% | +3.7% |
| 3M | -1.1% | -3.7% | +2.6% | -0.4% |
| 6M | -13.5% | -17.7% | +4.2% | -9.6% |
| YTD | -1.2% | -21.5% | +20.3% | +4.2% |
| 1Y | -1.6% | -24.5% | +22.9% | +4.6% |
| 3Y | -12.5% | +6.9% | -19.5% | -16.9% |
| 5Y | +3.0% | -18.1% | +21.1% | +3.5% |
| 10Y | +73.9% | +134.7% | -60.8% | +30.9% |
| All | +248.1% | +449.8% | -201.7% | +124.7% |
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 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