+727.0%
PCAR vs XYL
+449.8%
+277.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -0.5% | -5.0% | +4.5% | +2.2% |
| 30D | -6.2% | -13.2% | +7.0% | +0.9% |
| 3M | +5.9% | -3.7% | +9.6% | +7.8% |
| 6M | +0.4% | -17.7% | +18.1% | +10.9% |
| YTD | +14.8% | -21.5% | +36.3% | +29.4% |
| 1Y | +30.1% | -24.5% | +54.6% | +49.5% |
| 3Y | +66.7% | +6.9% | +59.7% | +56.9% |
| 5Y | +166.1% | -18.1% | +184.2% | +180.8% |
| 10Y | +353.7% | +134.7% | +219.0% | +160.9% |
| All | +727.0% | +449.8% | +277.3% | +215.2% |
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 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