+69.9%
PR vs XYL
+7.6%
+62.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -16.5% | +10.2% | -26.8% | -18.8% |
| 30D | -4.5% | -4.3% | -0.2% | -3.8% |
| 3M | +8.5% | -17.8% | +26.4% | +14.7% |
| 6M | -3.3% | -13.4% | +10.0% | -0.4% |
| YTD | +55.7% | -25.7% | +81.4% | +70.5% |
| 1Y | +82.0% | -32.7% | +114.7% | +110.8% |
| All | +69.9% | +7.6% | +62.3% | +43.2% |
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 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