+0.7%
PL vs XYL
-34.3%
+35.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +10.7% |
| 7D | -6.8% | +5.9% | -12.7% | -7.9% |
| 30D | -29.3% | -3.9% | -25.4% | -29.9% |
| 3M | -44.8% | -18.7% | -26.1% | -40.6% |
| 6M | -68.4% | -16.9% | -51.5% | -66.8% |
| YTD | -36.4% | -27.4% | -9.0% | -31.9% |
| 1Y | +0.7% | -34.0% | +34.7% | +26.6% |
| All | +0.7% | -34.3% | +35.1% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling