+54.0%
PPL vs XYL
+141.5%
-87.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.1% |
| 7D | +1.8% | +1.8% | 0.0% | +1.1% |
| 30D | -1.1% | -9.2% | +8.2% | +2.2% |
| 3M | 0.0% | -0.3% | +0.3% | -0.2% |
| 6M | -7.6% | -11.0% | +3.4% | -4.4% |
| YTD | +1.7% | -19.2% | +20.9% | +8.4% |
| 1Y | +1.5% | -21.2% | +22.7% | +8.9% |
| 3Y | +55.3% | +18.6% | +36.7% | +38.6% |
| 5Y | +37.7% | -14.3% | +52.0% | +37.3% |
| 10Y | +54.0% | +141.0% | -87.0% | +9.1% |
| All | +54.0% | +141.5% | -87.5% | +9.1% |
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 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