+73.2%
PR vs XYL
+5.2%
+67.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.5% |
| 7D | -16.4% | +5.9% | -22.3% | -17.8% |
| 30D | -1.9% | -3.9% | +2.0% | -1.5% |
| 3M | +8.0% | -18.7% | +26.6% | +14.2% |
| 6M | +4.1% | -16.9% | +21.0% | +8.7% |
| YTD | +58.7% | -27.4% | +86.1% | +74.7% |
| 1Y | +75.8% | -34.0% | +109.8% | +104.4% |
| 3Y | +73.2% | +5.6% | +67.6% | +46.7% |
| All | +73.2% | +5.2% | +67.9% | +46.7% |
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 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