+69.5%
PR vs XYL
-23.4%
+92.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.9% |
| 7D | +2.9% | -5.0% | +8.0% | +2.1% |
| 30D | +18.0% | -13.2% | +31.3% | +15.5% |
| 3M | +16.9% | -3.7% | +20.6% | +15.6% |
| 6M | +28.2% | -17.7% | +45.9% | +27.7% |
| YTD | +69.3% | -21.5% | +90.9% | +69.1% |
| 1Y | +69.5% | -24.5% | +94.0% | +70.2% |
| All | +69.5% | -23.4% | +92.9% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling