+49.6%
PFE vs XYL
+129.6%
-80.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -4.7% | +2.1% | -6.8% | -5.2% |
| 30D | +3.4% | -3.4% | +6.7% | +3.8% |
| 3M | +9.2% | -17.2% | +26.4% | +14.4% |
| 6M | +15.8% | -12.0% | +27.9% | +18.9% |
| YTD | +23.4% | -26.3% | +49.7% | +32.8% |
| 1Y | +25.8% | -33.5% | +59.3% | +39.6% |
| 3Y | +17.8% | +6.4% | +11.4% | +12.0% |
| 5Y | -20.2% | -20.9% | +0.7% | -18.6% |
| 10Y | +49.6% | +120.8% | -71.3% | +9.2% |
| All | +49.6% | +129.6% | -80.0% | +9.2% |
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 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