+239.9%
PG vs XYL
+459.9%
-220.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -2.6% | -10.8% | +8.2% | -0.1% |
| 3M | -3.3% | -2.5% | -0.8% | -3.0% |
| 6M | -6.7% | -12.2% | +5.5% | -4.3% |
| YTD | +1.7% | -20.1% | +21.8% | +6.3% |
| 1Y | -7.9% | -20.6% | +12.7% | -3.7% |
| 3Y | +0.9% | +17.3% | -16.4% | -5.2% |
| 5Y | +12.6% | -14.5% | +27.1% | +12.2% |
| 10Y | +117.2% | +150.2% | -33.0% | +67.1% |
| All | +239.9% | +459.9% | -220.0% | +129.0% |
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