-18.8%
PODD vs XYL
+17.7%
-36.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.5% | -4.6% |
| 7D | -4.1% | +1.8% | -5.9% | -4.7% |
| 30D | +0.8% | -9.2% | +10.0% | +4.2% |
| 3M | -6.1% | -0.3% | -5.8% | -6.3% |
| 6M | -40.0% | -11.0% | -29.0% | -37.8% |
| YTD | -49.9% | -19.2% | -30.7% | -46.5% |
| 1Y | -59.3% | -21.2% | -38.1% | -56.2% |
| All | -18.8% | +17.7% | -36.5% | -38.6% |
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