+2,393.1%
PWR vs XYL
+149.5%
+2,243.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.7% |
| 7D | -0.2% | -1.2% | +1.0% | +0.5% |
| 30D | -7.7% | -13.2% | +5.4% | +0.6% |
| 3M | -4.9% | -0.2% | -4.8% | -6.3% |
| 6M | +9.7% | -12.5% | +22.2% | +17.6% |
| YTD | +46.7% | -20.9% | +67.6% | +66.5% |
| 1Y | +58.7% | -21.6% | +80.3% | +81.3% |
| 3Y | +200.7% | +16.1% | +184.6% | +160.0% |
| 5Y | +438.6% | -15.6% | +454.2% | +464.2% |
| All | +2,393.1% | +149.5% | +2,243.6% | +1,160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling