+19.3%
PH vs XYL
-30.7%
+50.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.6% | -4.9% |
| 7D | -0.2% | +14.5% | -14.7% | -3.7% |
| 30D | -6.7% | -1.3% | -5.4% | -7.3% |
| 3M | -8.1% | -17.0% | +8.9% | -2.3% |
| 6M | +5.3% | -11.3% | +16.7% | +8.2% |
| YTD | +4.2% | -25.0% | +29.2% | +11.3% |
| 1Y | +19.3% | -31.5% | +50.9% | +36.1% |
| All | +19.3% | -30.7% | +50.0% | +36.1% |
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