-31.5%
XYL vs PFG
+46.8%
-78.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.8% | +3.7% |
| 7D | +14.5% | +4.9% | +9.6% | +12.9% |
| 30D | -1.3% | +5.7% | -7.0% | -3.1% |
| 3M | -17.0% | +2.6% | -19.5% | -17.8% |
| 6M | -11.3% | +19.8% | -31.1% | -18.0% |
| YTD | -25.0% | +36.3% | -61.3% | -33.8% |
| 1Y | -31.5% | +47.9% | -79.4% | -41.0% |
| All | -31.5% | +46.8% | -78.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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