-5.3%
PG vs XYL
-23.4%
+18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +1.9% | -5.0% | +6.9% | +2.3% |
| 30D | -0.2% | -13.2% | +13.0% | +1.0% |
| 3M | +4.8% | -3.7% | +8.5% | +5.7% |
| 6M | -6.1% | -17.7% | +11.6% | -5.5% |
| YTD | +4.5% | -21.5% | +26.0% | +4.6% |
| 1Y | -5.3% | -24.5% | +19.2% | -6.1% |
| All | -5.3% | -23.4% | +18.1% | -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