+157.0%
PPL vs XYL
+449.8%
-292.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +2.7% | -5.0% | +7.7% | +4.2% |
| 30D | +0.5% | -13.2% | +13.7% | +4.7% |
| 3M | +0.7% | -3.7% | +4.4% | +1.5% |
| 6M | -7.6% | -17.7% | +10.1% | -2.6% |
| YTD | +1.8% | -21.5% | +23.3% | +8.5% |
| 1Y | -0.8% | -24.5% | +23.7% | +6.8% |
| 3Y | +56.9% | +6.9% | +49.9% | +48.3% |
| 5Y | +39.5% | -18.1% | +57.6% | +40.9% |
| 10Y | +55.4% | +134.7% | -79.3% | +16.7% |
| All | +157.0% | +449.8% | -292.8% | +71.2% |
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