+79.3%
PR vs XYL
+8.6%
+70.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | +2.9% | -5.0% | +8.0% | +4.5% |
| 30D | +18.0% | -13.2% | +31.3% | +23.3% |
| 3M | +16.9% | -3.7% | +20.6% | +16.7% |
| 6M | +28.2% | -17.7% | +45.9% | +36.4% |
| YTD | +69.3% | -21.5% | +90.9% | +82.9% |
| 1Y | +69.5% | -24.5% | +94.0% | +86.1% |
| All | +79.3% | +8.6% | +70.8% | +70.1% |
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