+83.0%
PL vs XYL
+1.8%
+81.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | +0.4% |
| 7D | -9.3% | -5.0% | -4.3% | -5.4% |
| 30D | -18.9% | -13.2% | -5.7% | -9.1% |
| 3M | -58.4% | -3.7% | -54.7% | -58.1% |
| 6M | -30.3% | -17.7% | -12.6% | -19.3% |
| YTD | -8.1% | -21.5% | +13.4% | +9.8% |
| 1Y | +180.5% | -24.5% | +205.0% | +248.9% |
| 3Y | +444.1% | +6.9% | +437.2% | +422.4% |
| 5Y | +83.0% | -18.1% | +101.1% | +78.5% |
| All | +83.0% | +1.8% | +81.3% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling