+359.1%
PCAR vs XYL
+141.5%
+217.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -3.3% |
| 7D | 0.0% | +1.8% | -1.8% | -1.0% |
| 30D | -7.7% | -9.2% | +1.5% | -3.0% |
| 3M | +3.7% | -0.3% | +4.0% | +3.6% |
| 6M | +2.3% | -11.0% | +13.3% | +8.4% |
| YTD | +12.8% | -19.2% | +32.0% | +25.2% |
| 1Y | +27.8% | -21.2% | +49.0% | +43.6% |
| 3Y | +61.8% | +18.6% | +43.2% | +43.9% |
| 5Y | +168.2% | -14.3% | +182.5% | +176.6% |
| 10Y | +359.1% | +141.0% | +218.1% | +156.4% |
| All | +359.1% | +141.5% | +217.6% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling