+219.3%
PNR vs XYL
+466.0%
-246.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -4.6% |
| 7D | -3.0% | +1.8% | -4.8% | -4.3% |
| 30D | -14.9% | -9.2% | -5.7% | -9.3% |
| 3M | -19.0% | -0.3% | -18.8% | -19.1% |
| 6M | -35.9% | -11.0% | -25.0% | -30.8% |
| YTD | -43.1% | -19.2% | -23.9% | -34.8% |
| 1Y | -46.4% | -21.2% | -25.2% | -37.5% |
| 3Y | -10.8% | +18.6% | -29.4% | -22.3% |
| 5Y | -18.9% | -14.3% | -4.5% | -13.5% |
| 10Y | +64.4% | +141.0% | -76.6% | -11.9% |
| All | +219.3% | +466.0% | -246.7% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling