+21.1%
PL vs XYL
-21.3%
+42.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.6% | +12.0% |
| 7D | -6.8% | +5.9% | -12.7% | -11.6% |
| 30D | -29.3% | -3.9% | -25.4% | -29.7% |
| 3M | -44.8% | -18.7% | -26.1% | -36.9% |
| 6M | -68.4% | -16.9% | -51.5% | -65.2% |
| YTD | -36.4% | -27.4% | -9.0% | -21.5% |
| 1Y | +0.7% | -34.0% | +34.7% | +36.7% |
| 3Y | +455.3% | +5.6% | +449.7% | +408.7% |
| All | +21.1% | -21.3% | +42.5% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling