-0.7%
PLD vs XYL
-21.3%
+20.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | -0.8% | +5.9% | -6.7% | -3.4% |
| 30D | -0.3% | -3.9% | +3.7% | +0.5% |
| 3M | -8.0% | -18.7% | +10.7% | +0.2% |
| 6M | -9.8% | -16.9% | +7.1% | -3.2% |
| YTD | +1.8% | -27.4% | +29.1% | +15.8% |
| 1Y | +5.6% | -34.0% | +39.6% | +26.5% |
| 3Y | +33.3% | +5.6% | +27.7% | +20.9% |
| All | -0.7% | -21.3% | +20.7% | -3.9% |
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