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In the original PDF's probability plot, most points lie close to the diagonal. The quantile plot likewise agrees well over most of the range, but the largest empirical flow, around $68.5$, is well above its fitted quantile, around $66$. The density plot captures the strongly decreasing right-skewed bulk of the excesses. The return level plot shows a broadly reasonable fit to most observations, with one conspicuously high extreme and increasingly wide uncertainty at long return periods. Consequently the generalized Pareto distribution is a reasonable first approximation, but its most extreme tail is less convincingly represented.

Reading the return-level curve at the 100-year tick givesThese are approximate graphical readings, not parameter-based calculations; rounding to whole units would give about $67$ with an interval roughly $65$ to $69$. The two blue curves are uncertainty bounds for the fitted return level, not prediction bounds for individual observations. The daily-data independence assumption and the stability of the fit as the threshold changes should be checked, for example by examining clusters of high flows and using declustering of extremes where necessary. A 100-year level also extrapolates beyond the 25-year record.

A return level plot graphs $T$ horizontally and $z_T$ vertically, often using a logarithmic scale for $T$. To read it, choose a return period, move up to the curve, and read the corresponding return level. Conversely, a threshold's horizontal coordinate gives the reciprocal of its annual exceedance probability. The usual plot of fitted quantiles against return periods, and optional pointwise confidence intervals, are documented in Mathieu Ribatet, POT package: return level plot.

The near-straight shape has a mathematical explanation: since $-\log (1-1/T)\sim 1/T$ as $T\to \infty$, the Gumbel distribution gives $z_T=\mu +b\log T+o(1)$. Multiplying a large return period by ten therefore increases the return level by approximately $b\log 10$, about $4.605$ units for this toy curve. A curve indexed by rarity puts several thresholds on one common scale while retaining their measurement units.

For a fitted curve, a pointwise confidence interval concerns uncertainty in the estimated quantile at a specified $T$; it is distinct from a prediction interval for a future annual sample maximum, and pointwise intervals need not form a simultaneous confidence band. A far-right curve value can also be an extrapolation beyond the observation record: extending the line adds no observations to support the chosen tail model. The diagram above uses fixed toy parameters, so it shows neither estimation uncertainty nor an observational record. Its interpretation throughout assumes the stated annual block and stationarity.