+135.3%
PAAS vs XYL
+449.8%
-314.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.7% |
| 7D | -2.9% | -5.0% | +2.2% | -1.2% |
| 30D | +6.8% | -13.2% | +20.0% | +11.9% |
| 3M | -2.9% | -3.7% | +0.8% | -2.0% |
| 6M | -16.4% | -17.7% | +1.3% | -11.2% |
| YTD | 0.0% | -21.5% | +21.5% | +7.5% |
| 1Y | +54.3% | -24.5% | +78.8% | +67.8% |
| 3Y | +230.7% | +6.9% | +223.7% | +216.1% |
| 5Y | +111.6% | -18.1% | +129.7% | +116.4% |
| 10Y | +211.7% | +134.7% | +77.0% | +112.3% |
| All | +135.3% | +449.8% | -314.5% | +10.4% |
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