-75.2%
PCG vs XYL
+141.5%
-216.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.7% | +2.4% |
| 7D | +5.4% | +1.8% | +3.6% | +4.6% |
| 30D | -15.1% | -9.2% | -5.9% | -11.6% |
| 3M | -9.8% | -0.3% | -9.5% | -10.2% |
| 6M | -18.0% | -11.0% | -7.0% | -14.4% |
| YTD | -7.2% | -19.2% | +12.0% | +0.5% |
| 1Y | +2.9% | -21.2% | +24.1% | +12.5% |
| 3Y | -11.1% | +18.6% | -29.7% | -21.8% |
| 5Y | +61.8% | -14.3% | +76.1% | +62.5% |
| 10Y | -75.2% | +141.0% | -216.2% | -82.6% |
| All | -75.2% | +141.5% | -216.7% | -82.6% |
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