+14.3%
PFE vs XYL
+5.2%
+9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | -3.7% | +5.9% | -9.6% | -4.8% |
| 30D | +5.0% | -3.9% | +8.9% | +5.3% |
| 3M | +12.2% | -18.7% | +30.9% | +16.6% |
| 6M | +14.6% | -16.9% | +31.4% | +18.3% |
| YTD | +24.1% | -27.4% | +51.5% | +31.9% |
| 1Y | +26.6% | -34.0% | +60.6% | +38.2% |
| 3Y | +14.3% | +5.6% | +8.7% | +12.6% |
| All | +14.3% | +5.2% | +9.1% | +12.6% |
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