+46.4%
PPL vs XYL
-23.7%
+70.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | -2.2% | -6.0% | +3.8% | -0.9% |
| 30D | +1.7% | -8.3% | +10.0% | +3.1% |
| 3M | +0.1% | -22.6% | +22.7% | +5.5% |
| 6M | -1.5% | -15.0% | +13.5% | +1.3% |
| YTD | +3.0% | -30.2% | +33.1% | +10.5% |
| 1Y | -1.4% | -36.4% | +34.9% | +8.3% |
| 3Y | +53.5% | -0.9% | +54.3% | +44.7% |
| 5Y | +46.4% | -23.4% | +69.8% | +38.5% |
| All | +46.4% | -23.7% | +70.1% | +38.5% |
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