+94.1%
PAAS vs XYL
+416.3%
-322.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.4% |
| 7D | +8.8% | +2.1% | +6.8% | +8.2% |
| 30D | -8.5% | -3.4% | -5.1% | -8.2% |
| 3M | -17.0% | -17.2% | +0.2% | -12.5% |
| 6M | -27.9% | -12.0% | -15.8% | -25.7% |
| YTD | -17.5% | -26.3% | +8.8% | -10.3% |
| 1Y | +22.8% | -33.5% | +56.3% | +38.1% |
| 3Y | +224.2% | +6.4% | +217.8% | +207.9% |
| 5Y | +73.6% | -20.9% | +94.5% | +78.4% |
| 10Y | +186.4% | +120.8% | +65.5% | +97.0% |
| All | +94.1% | +416.3% | -322.2% | -7.9% |
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