+74.7%
PBR vs XYL
-21.4%
+96.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +5.4% | +1.2% | +4.2% | +5.6% |
| 30D | +22.9% | -11.9% | +34.8% | +19.9% |
| 3M | +19.6% | -1.5% | +21.2% | +18.5% |
| 6M | +16.5% | -11.9% | +28.4% | +14.5% |
| YTD | +86.7% | -20.6% | +107.2% | +80.0% |
| 1Y | +74.7% | -23.5% | +98.2% | +71.7% |
| All | +74.7% | -21.4% | +96.1% | +71.7% |
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