+88.7%
PAAS vs XYL
+408.9%
-320.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.2% |
| 7D | +8.4% | +5.9% | +2.5% | +6.5% |
| 30D | -7.2% | -3.9% | -3.3% | -6.8% |
| 3M | -14.0% | -18.7% | +4.7% | -8.8% |
| 6M | -26.8% | -16.9% | -9.9% | -23.1% |
| YTD | -19.8% | -27.4% | +7.6% | -12.4% |
| 1Y | +22.8% | -34.0% | +56.9% | +38.4% |
| 3Y | +183.6% | +5.6% | +178.0% | +170.0% |
| 5Y | +73.8% | -20.6% | +94.4% | +78.4% |
| 10Y | +185.6% | +133.4% | +52.2% | +91.3% |
| All | +88.7% | +408.9% | -320.2% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling