+54.5%
PCG vs XYL
-17.7%
+72.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +3.1% |
| 7D | -13.9% | -5.0% | -8.8% | -12.4% |
| 30D | -16.9% | -13.2% | -3.6% | -13.0% |
| 3M | -14.7% | -3.7% | -11.0% | -14.1% |
| 6M | -23.8% | -17.7% | -6.1% | -19.1% |
| YTD | -10.5% | -21.5% | +11.0% | -3.8% |
| 1Y | -5.1% | -24.5% | +19.4% | +3.3% |
| 3Y | -11.6% | +6.9% | -18.5% | -17.6% |
| All | +54.5% | -17.7% | +72.1% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling