+104.3%
PBR vs XYL
+15.2%
+89.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +4.2% | -1.2% | +5.5% | +4.4% |
| 30D | +22.7% | -13.2% | +35.9% | +24.6% |
| 3M | +21.5% | -0.2% | +21.7% | +20.5% |
| 6M | +24.0% | -12.5% | +36.5% | +25.6% |
| YTD | +88.2% | -20.9% | +109.1% | +93.6% |
| 1Y | +74.8% | -21.6% | +96.4% | +79.9% |
| All | +104.3% | +15.2% | +89.1% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling