+35.3%
PFE vs XYL
+143.3%
-108.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.2% |
| 7D | -2.7% | +1.8% | -4.5% | -3.2% |
| 30D | +3.8% | -9.2% | +13.1% | +6.7% |
| 3M | +10.4% | -0.3% | +10.6% | +10.0% |
| 6M | +6.3% | -11.0% | +17.2% | +9.3% |
| YTD | +17.4% | -19.2% | +36.6% | +23.9% |
| 1Y | +21.1% | -21.2% | +42.3% | +28.8% |
| 3Y | -1.6% | +18.6% | -20.2% | -8.9% |
| 5Y | -22.2% | -14.3% | -7.8% | -21.9% |
| All | +35.3% | +143.3% | -108.0% | -9.9% |
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 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