-14.6%
PNR vs XYL
+15.2%
-29.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -5.5% | -1.2% | -4.2% | -4.8% |
| 30D | -15.6% | -13.2% | -2.4% | -7.1% |
| 3M | -20.2% | -0.2% | -20.0% | -20.4% |
| 6M | -36.6% | -12.5% | -24.1% | -30.7% |
| YTD | -45.0% | -20.9% | -24.1% | -36.2% |
| 1Y | -47.4% | -21.6% | -25.9% | -38.7% |
| All | -14.6% | +15.2% | -29.8% | -26.1% |
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 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