-18.3%
PCG vs XYL
-0.5%
-17.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | -3.7% | +5.9% | +2.9% |
| 30D | +0.8% | -8.3% | +9.1% | +2.0% |
| 3M | -23.8% | -21.4% | -2.4% | -20.0% |
| 6M | -19.6% | -12.9% | -6.7% | -18.0% |
| YTD | -16.7% | -30.1% | +13.3% | -10.3% |
| 1Y | -19.4% | -35.2% | +15.8% | -11.3% |
| 3Y | -18.3% | -0.8% | -17.5% | -33.1% |
| All | -18.3% | -0.5% | -17.8% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling