+445.7%
PWR vs XYL
-14.9%
+460.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.3% |
| 7D | +2.7% | +0.8% | +1.8% | +2.2% |
| 30D | -5.1% | -10.8% | +5.7% | +0.6% |
| 3M | -9.4% | -2.5% | -6.8% | -9.4% |
| 6M | +10.4% | -12.2% | +22.6% | +16.8% |
| YTD | +48.6% | -20.1% | +68.7% | +64.6% |
| 1Y | +68.0% | -20.6% | +88.7% | +87.0% |
| 3Y | +204.7% | +17.3% | +187.4% | +168.4% |
| All | +445.7% | -14.9% | +460.7% | +467.9% |
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