+87.6%
PR vs XYL
+5.6%
+82.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.4% |
| 7D | -12.4% | +2.1% | -14.4% | -12.9% |
| 30D | -6.6% | -3.4% | -3.2% | -6.2% |
| 3M | +7.5% | -17.2% | +24.7% | +13.2% |
| 6M | +10.8% | -12.0% | +22.8% | +13.1% |
| YTD | +57.0% | -26.3% | +83.3% | +72.3% |
| 1Y | +67.9% | -33.5% | +101.4% | +95.4% |
| 3Y | +87.6% | +6.4% | +81.2% | +62.6% |
| All | +87.6% | +5.6% | +82.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling