+45.2%
PL vs XYL
-4.4%
+49.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.5% | +13.0% | +13.5% |
| 7D | +10.9% | +2.1% | +8.8% | +8.8% |
| 30D | -16.4% | -3.4% | -13.0% | -17.0% |
| 3M | -39.9% | -17.2% | -22.8% | -32.8% |
| 6M | -63.2% | -12.0% | -51.1% | -61.6% |
| YTD | -27.1% | -26.3% | -0.8% | -12.0% |
| 1Y | +12.2% | -33.5% | +45.7% | +48.8% |
| 3Y | +584.3% | +6.4% | +577.9% | +538.0% |
| 5Y | +37.0% | -20.9% | +57.9% | +35.0% |
| All | +45.2% | -4.4% | +49.6% | +42.3% |
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