+119.0%
PAAS vs XYL
-17.7%
+136.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.6% |
| 7D | -2.9% | -5.0% | +2.2% | -1.0% |
| 30D | +6.8% | -13.2% | +20.0% | +12.5% |
| 3M | -2.9% | -3.7% | +0.8% | -2.0% |
| 6M | -16.4% | -17.7% | +1.3% | -10.7% |
| YTD | 0.0% | -21.5% | +21.5% | +8.0% |
| 1Y | +54.3% | -24.5% | +78.8% | +68.9% |
| 3Y | +230.7% | +6.9% | +223.7% | +208.1% |
| All | +119.0% | -17.7% | +136.7% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling