+221.7%
PODD vs XYL
+149.5%
+72.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -10.6% | -1.2% | -9.3% | -10.1% |
| 30D | -6.9% | -13.2% | +6.2% | -1.5% |
| 3M | -10.6% | -0.2% | -10.5% | -10.9% |
| 6M | -43.5% | -12.5% | -31.0% | -40.6% |
| YTD | -52.6% | -20.9% | -31.7% | -48.3% |
| 1Y | -60.1% | -21.6% | -38.6% | -56.4% |
| 3Y | -21.7% | +16.1% | -37.8% | -29.1% |
| 5Y | -54.6% | -15.6% | -38.9% | -54.9% |
| All | +221.7% | +149.5% | +72.2% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling