+403.1%
PL vs XYL
+7.6%
+395.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.1% | -9.4% |
| 7D | -20.5% | +10.2% | -30.8% | -26.6% |
| 30D | -38.8% | -4.3% | -34.4% | -38.6% |
| 3M | -49.1% | -17.8% | -31.3% | -41.5% |
| 6M | -69.4% | -13.4% | -56.0% | -67.4% |
| YTD | -42.3% | -25.7% | -16.6% | -28.7% |
| 1Y | -14.2% | -32.7% | +18.5% | +20.1% |
| All | +403.1% | +7.6% | +395.5% | +258.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling