+415.3%
PR vs XYL
-17.7%
+433.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | +2.9% | -5.0% | +8.0% | +5.0% |
| 30D | +18.0% | -13.2% | +31.3% | +24.9% |
| 3M | +16.9% | -3.7% | +20.6% | +17.3% |
| 6M | +28.2% | -17.7% | +45.9% | +37.6% |
| YTD | +69.3% | -21.5% | +90.9% | +84.8% |
| 1Y | +69.5% | -24.5% | +94.0% | +88.1% |
| 3Y | +81.7% | +6.9% | +74.7% | +66.3% |
| All | +415.3% | -17.7% | +433.0% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling