+0.7%
PFE vs XYL
+12.6%
-12.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | +1.8% | -5.0% | +6.8% | +3.0% |
| 30D | +10.2% | -13.2% | +23.4% | +13.9% |
| 3M | +12.7% | -3.7% | +16.4% | +13.3% |
| 6M | +10.5% | -17.7% | +28.2% | +15.5% |
| YTD | +20.2% | -21.5% | +41.7% | +26.7% |
| 1Y | +24.1% | -24.5% | +48.6% | +32.3% |
| All | +0.7% | +12.6% | -12.0% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling