+116.1%
PG vs XYL
+150.5%
-34.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | +0.8% | -11.9% | +12.8% | +3.9% |
| 3M | -1.3% | -1.5% | +0.2% | -1.2% |
| 6M | -3.8% | -11.9% | +8.1% | -1.2% |
| YTD | +3.6% | -20.6% | +24.2% | +8.9% |
| 1Y | -5.7% | -23.5% | +17.8% | -0.1% |
| 3Y | +1.6% | +14.9% | -13.3% | -5.0% |
| 5Y | +14.6% | -15.3% | +29.9% | +14.5% |
| All | +116.1% | +150.5% | -34.3% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling