+272.7%
PNC vs XYL
+150.5%
+122.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | -4.4% | -11.9% | +7.6% | +3.1% |
| 3M | +5.2% | -1.5% | +6.8% | +5.4% |
| 6M | +20.6% | -11.9% | +32.5% | +28.9% |
| YTD | +19.8% | -20.6% | +40.3% | +35.7% |
| 1Y | +24.4% | -23.5% | +47.9% | +44.2% |
| 3Y | +131.2% | +14.9% | +116.4% | +101.6% |
| 5Y | +53.1% | -15.3% | +68.4% | +58.5% |
| All | +272.7% | +150.5% | +122.2% | +100.1% |
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 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