+48.5%
PFE vs XYL
+100.1%
-51.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -2.1% | -6.0% | +3.9% | -0.4% |
| 30D | +3.1% | -8.3% | +11.4% | +5.1% |
| 3M | +11.2% | -22.6% | +33.8% | +18.6% |
| 6M | +15.0% | -15.0% | +30.1% | +19.2% |
| YTD | +23.5% | -30.2% | +53.7% | +34.8% |
| 1Y | +18.9% | -36.4% | +55.3% | +33.4% |
| 3Y | +18.7% | -0.9% | +19.6% | +15.2% |
| 5Y | -24.0% | -23.4% | -0.7% | -21.9% |
| All | +48.5% | +100.1% | -51.6% | +12.1% |
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