+84.5%
PR vs XYL
+100.4%
-15.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +6.0% | -3.7% | +9.7% | +7.6% |
| 30D | -4.2% | -8.3% | +4.1% | -1.8% |
| 3M | +10.0% | -21.4% | +31.4% | +20.3% |
| 6M | +15.6% | -12.9% | +28.5% | +19.5% |
| YTD | +68.2% | -30.1% | +98.3% | +90.8% |
| 1Y | +79.2% | -35.2% | +114.4% | +110.8% |
| 3Y | +94.9% | -0.8% | +95.7% | +83.9% |
| 5Y | +272.8% | -23.2% | +296.0% | +291.1% |
| All | +84.5% | +100.4% | -15.9% | +60.0% |
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