-14.3%
XYL vs PFG
+110.7%
-125.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | +1.8% | +6.0% | -4.2% | -1.3% |
| 30D | -9.2% | +2.2% | -11.4% | -10.4% |
| 3M | -0.3% | +10.4% | -10.6% | -5.5% |
| 6M | -11.0% | +27.8% | -38.7% | -21.9% |
| YTD | -19.2% | +33.6% | -52.9% | -30.8% |
| 1Y | -21.2% | +49.3% | -70.5% | -36.5% |
| 3Y | +18.6% | +69.7% | -51.1% | -12.1% |
| 5Y | -14.3% | +111.3% | -125.7% | -43.5% |
| All | -14.3% | +110.7% | -125.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling