-0.8%
XYL vs PFG
+82.7%
-83.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -3.7% | +2.4% | -6.1% | -4.8% |
| 30D | -8.3% | +5.9% | -14.2% | -10.8% |
| 3M | -21.4% | -0.4% | -21.0% | -21.6% |
| 6M | -12.9% | +14.8% | -27.8% | -19.1% |
| YTD | -30.1% | +31.9% | -62.0% | -39.4% |
| 1Y | -35.2% | +38.8% | -74.0% | -45.3% |
| 3Y | -0.8% | +82.4% | -83.2% | -27.7% |
| All | -0.8% | +82.7% | -83.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling