+2.9%
PCG vs XYL
-21.5%
+24.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.7% | +3.1% |
| 7D | +5.4% | +1.8% | +3.6% | +5.1% |
| 30D | -15.1% | -9.2% | -5.9% | -13.9% |
| 3M | -9.8% | -0.3% | -9.5% | -10.2% |
| 6M | -18.0% | -11.0% | -7.0% | -16.5% |
| YTD | -7.2% | -19.2% | +12.0% | -4.4% |
| 1Y | +2.9% | -21.2% | +24.1% | +6.1% |
| All | +2.9% | -21.5% | +24.3% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling