+130.1%
PNC vs XYL
+15.2%
+114.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.4% |
| 30D | -4.4% | -13.2% | +8.7% | +2.0% |
| 3M | +5.3% | -0.2% | +5.4% | +4.5% |
| 6M | +19.6% | -12.5% | +32.1% | +26.3% |
| YTD | +19.1% | -20.9% | +40.0% | +31.7% |
| 1Y | +24.3% | -21.6% | +45.9% | +37.8% |
| All | +130.1% | +15.2% | +114.8% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling