+256.8%
PLD vs XYL
+129.6%
+127.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +2.2% |
| 7D | +0.7% | +2.1% | -1.4% | -0.3% |
| 30D | +0.8% | -3.4% | +4.2% | +1.4% |
| 3M | -6.1% | -17.2% | +11.1% | +1.3% |
| 6M | -8.0% | -12.0% | +4.0% | -3.9% |
| YTD | +4.7% | -26.3% | +31.0% | +17.9% |
| 1Y | +7.2% | -33.5% | +40.7% | +27.0% |
| 3Y | +39.2% | +6.4% | +32.8% | +29.3% |
| 5Y | +1.9% | -20.9% | +22.8% | +6.1% |
| 10Y | +256.8% | +120.8% | +135.9% | +144.4% |
| All | +256.8% | +129.6% | +127.2% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling