+20.2%
PNC vs XYL
-8.9%
+29.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -2.0% |
| 7D | +2.3% | +1.8% | +0.5% | +1.7% |
| 30D | -3.8% | -9.2% | +5.4% | -0.9% |
| 3M | +7.8% | -0.3% | +8.1% | +6.9% |
| All | +20.2% | -8.9% | +29.0% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling