+227.3%
PBR vs XYL
+466.0%
-238.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.6% | +1.8% |
| 7D | +2.5% | +1.8% | +0.7% | +1.4% |
| 30D | +19.4% | -9.2% | +28.6% | +25.8% |
| 3M | +20.8% | -0.3% | +21.1% | +19.2% |
| 6M | +23.5% | -11.0% | +34.4% | +29.4% |
| YTD | +83.4% | -19.2% | +102.6% | +101.4% |
| 1Y | +77.6% | -21.2% | +98.8% | +97.3% |
| 3Y | +99.9% | +18.6% | +81.2% | +63.3% |
| 5Y | +567.7% | -14.3% | +582.0% | +543.1% |
| 10Y | +621.5% | +141.0% | +480.5% | +197.2% |
| All | +227.3% | +466.0% | -238.7% | -20.3% |
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