+164.2%
PPL vs XYL
+408.9%
-244.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.1% |
| 7D | +0.4% | +5.9% | -5.5% | -1.3% |
| 30D | +5.4% | -3.9% | +9.4% | +6.0% |
| 3M | +4.3% | -18.7% | +22.9% | +9.9% |
| 6M | -1.3% | -16.9% | +15.5% | +3.2% |
| YTD | +4.7% | -27.4% | +32.0% | +13.3% |
| 1Y | +1.3% | -34.0% | +35.3% | +12.8% |
| 3Y | +57.2% | +5.6% | +51.6% | +48.1% |
| 5Y | +48.2% | -20.6% | +68.8% | +50.0% |
| 10Y | +62.7% | +133.4% | -70.7% | +22.7% |
| All | +164.2% | +408.9% | -244.7% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling