+44.0%
PAAS vs XYL
-21.5%
+65.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.6% |
| 7D | +2.0% | +1.8% | +0.2% | +1.5% |
| 30D | -0.1% | -9.2% | +9.1% | +2.7% |
| 3M | +8.2% | -0.3% | +8.5% | +6.9% |
| 6M | -13.8% | -11.0% | -2.8% | -12.4% |
| YTD | -0.6% | -19.2% | +18.6% | -1.2% |
| 1Y | +44.0% | -21.2% | +65.2% | +41.0% |
| All | +44.0% | -21.5% | +65.5% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling