+39.5%
PL vs XYL
-9.3%
+48.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +10.0% | -3.7% | +13.8% | +13.1% |
| 30D | -2.3% | -8.3% | +6.1% | +0.7% |
| 3M | -44.2% | -21.4% | -22.8% | -35.1% |
| 6M | -66.1% | -12.9% | -53.2% | -64.6% |
| YTD | -30.0% | -30.1% | +0.1% | -12.2% |
| 1Y | +21.0% | -35.2% | +56.2% | +62.4% |
| 3Y | +516.5% | -0.8% | +517.3% | +503.7% |
| 5Y | +32.0% | -23.2% | +55.3% | +35.0% |
| All | +39.5% | -9.3% | +48.8% | +41.9% |
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