+72.9%
PBR vs XYL
-30.7%
+103.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.0% | -11.9% | -6.3% |
| 7D | -11.0% | +14.5% | -25.5% | -9.5% |
| 30D | -18.8% | -1.3% | -17.4% | -18.2% |
| 3M | +7.8% | -17.0% | +24.8% | +5.1% |
| 6M | -7.6% | -11.3% | +3.7% | -8.9% |
| YTD | +72.7% | -25.0% | +97.6% | +66.3% |
| 1Y | +72.9% | -31.5% | +104.5% | +70.4% |
| All | +72.9% | -30.7% | +103.6% | +70.4% |
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 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