+208.4%
PFE vs XYL
+416.3%
-207.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 6M | +15.8% | -12.0% | +27.9% | +18.8% |
| YTD | +23.4% | -26.3% | +49.7% | +32.5% |
| 1Y | +25.8% | -33.5% | +59.3% | +39.1% |
| 3Y | +17.8% | +6.4% | +11.4% | +12.5% |
| 5Y | -20.2% | -20.9% | +0.7% | -18.7% |
| 10Y | +49.6% | +120.8% | -71.3% | +9.1% |
| All | +208.4% | +416.3% | -207.9% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling