+21.1%
PFE vs XYL
-21.5%
+42.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.8% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +3.8% | -9.2% | +13.1% | +5.5% |
| 3M | +10.4% | -0.3% | +10.6% | +10.1% |
| 6M | +6.3% | -11.0% | +17.2% | +8.4% |
| YTD | +17.4% | -19.2% | +36.6% | +20.6% |
| 1Y | +21.1% | -21.2% | +42.3% | +22.9% |
| All | +21.1% | -21.5% | +42.6% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling