+52.3%
PNC vs XYL
-15.8%
+68.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 6M | +19.6% | -12.5% | +32.1% | +26.4% |
| YTD | +19.1% | -20.9% | +40.0% | +31.7% |
| 1Y | +24.3% | -21.6% | +45.9% | +37.8% |
| 3Y | +132.2% | +16.1% | +116.1% | +108.9% |
| 5Y | +52.3% | -15.6% | +67.9% | +43.3% |
| All | +52.3% | -15.8% | +68.1% | +43.3% |
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