+540.2%
PL vs XYL
+0.5%
+539.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.7% |
| 7D | +13.4% | -5.9% | +19.2% | +18.2% |
| 30D | -10.2% | -7.3% | -2.9% | -8.5% |
| 3M | -39.5% | -22.5% | -17.0% | -27.5% |
| 6M | -65.7% | -14.4% | -51.3% | -63.8% |
| YTD | -27.3% | -29.4% | +2.1% | -6.9% |
| 1Y | +15.0% | -35.6% | +50.6% | +65.2% |
| All | +540.2% | +0.5% | +539.7% | +409.5% |
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