-56.9%
PCG vs XYL
+449.8%
-506.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.5% | +3.2% |
| 7D | -13.9% | -5.0% | -8.8% | -12.3% |
| 30D | -16.9% | -13.2% | -3.6% | -12.7% |
| 3M | -14.7% | -3.7% | -11.0% | -13.9% |
| 6M | -23.8% | -17.7% | -6.1% | -18.9% |
| YTD | -10.5% | -21.5% | +11.0% | -3.4% |
| 1Y | -5.1% | -24.5% | +19.4% | +3.7% |
| 3Y | -11.6% | +6.9% | -18.5% | -16.5% |
| 5Y | +59.0% | -18.1% | +77.1% | +61.9% |
| 10Y | -75.7% | +134.7% | -210.5% | -81.6% |
| All | -56.9% | +449.8% | -506.7% | -71.8% |
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