+44.1%
PL vs XYL
-6.8%
+50.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.0% |
| 7D | +5.6% | +0.6% | +5.0% | +4.8% |
| 30D | -16.9% | -5.7% | -11.2% | -16.1% |
| 3M | -38.2% | -19.8% | -18.4% | -29.2% |
| 6M | -63.4% | -14.2% | -49.3% | -61.2% |
| YTD | -27.6% | -28.1% | +0.5% | -11.1% |
| 1Y | +6.6% | -35.0% | +41.6% | +43.7% |
| 3Y | +557.6% | +2.1% | +555.5% | +531.2% |
| 5Y | +39.5% | -22.1% | +61.6% | +39.8% |
| All | +44.1% | -6.8% | +50.9% | +43.8% |
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