+3,130.8%
PWR vs XYL
+449.8%
+2,681.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.9% |
| 7D | +3.6% | -5.0% | +8.7% | +6.7% |
| 30D | -8.6% | -13.2% | +4.6% | -0.7% |
| 3M | -13.2% | -3.7% | -9.5% | -12.3% |
| 6M | +9.9% | -17.7% | +27.6% | +21.9% |
| YTD | +48.0% | -21.5% | +69.6% | +67.8% |
| 1Y | +66.2% | -24.5% | +90.7% | +93.0% |
| 3Y | +195.1% | +6.9% | +188.2% | +172.3% |
| 5Y | +442.6% | -18.1% | +460.6% | +476.4% |
| 10Y | +2,334.2% | +134.7% | +2,199.5% | +1,273.0% |
| All | +3,130.8% | +449.8% | +2,681.1% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling