-54.4%
PODD vs XYL
-15.4%
-38.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.5% |
| 7D | -6.9% | +0.8% | -7.7% | -7.4% |
| 30D | -3.5% | -10.8% | +7.4% | +2.3% |
| 3M | -13.6% | -2.5% | -11.0% | -12.9% |
| 6M | -42.6% | -12.2% | -30.4% | -39.1% |
| YTD | -51.5% | -20.1% | -31.4% | -46.2% |
| 1Y | -60.9% | -20.6% | -40.3% | -56.6% |
| 3Y | -19.8% | +17.3% | -37.1% | -33.7% |
| 5Y | -54.4% | -14.5% | -39.9% | -58.7% |
| All | -54.4% | -15.4% | -38.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling