+32.4%
PWR vs XYL
-30.7%
+63.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +5.0% | -16.6% | -11.7% |
| 7D | -4.4% | +14.5% | -18.9% | -5.3% |
| 30D | -15.1% | -1.3% | -13.7% | -15.3% |
| 3M | -16.2% | -17.0% | +0.7% | -12.9% |
| 6M | -23.3% | -11.3% | -12.0% | -23.4% |
| YTD | +37.6% | -25.0% | +62.6% | +41.5% |
| 1Y | +32.4% | -31.5% | +63.9% | +47.5% |
| All | +32.4% | -30.7% | +63.1% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling