+293.0%
PCAR vs XYL
+129.6%
+163.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.9% |
| 7D | +2.9% | +2.1% | +0.9% | +1.9% |
| 30D | -2.1% | -3.4% | +1.2% | -1.4% |
| 3M | -20.4% | -17.2% | -3.2% | -13.2% |
| 6M | -7.0% | -12.0% | +5.1% | -1.9% |
| YTD | -2.6% | -26.3% | +23.7% | +12.0% |
| 1Y | +9.8% | -33.5% | +43.3% | +33.4% |
| 3Y | +37.3% | +6.4% | +30.8% | +28.0% |
| 5Y | +116.4% | -20.9% | +137.3% | +130.4% |
| 10Y | +293.0% | +120.8% | +172.1% | +135.3% |
| All | +293.0% | +129.6% | +163.4% | +135.3% |
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 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