+7.3%
PL vs XYL
-33.6%
+40.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.5% | +13.0% | +14.3% |
| 7D | +10.9% | +2.1% | +8.8% | +10.5% |
| 30D | -16.4% | -3.4% | -13.0% | -16.9% |
| 3M | -39.9% | -17.2% | -22.8% | -35.7% |
| 6M | -63.2% | -12.0% | -51.1% | -63.0% |
| YTD | -27.1% | -26.3% | -0.8% | -22.4% |
| All | +7.3% | -33.6% | +40.9% | +34.0% |
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 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