+710.0%
PH vs XYL
+104.0%
+606.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.1% |
| 7D | +6.9% | -5.9% | +12.8% | +11.6% |
| 30D | +1.7% | -7.3% | +9.0% | +4.9% |
| 3M | -8.1% | -22.5% | +14.3% | +8.3% |
| 6M | +11.5% | -14.4% | +25.9% | +20.9% |
| YTD | +11.4% | -29.4% | +40.7% | +38.5% |
| 1Y | +14.1% | -35.6% | +49.7% | +52.7% |
| 3Y | +138.2% | +0.3% | +138.0% | +118.5% |
| 5Y | +216.0% | -22.3% | +238.3% | +248.9% |
| 10Y | +710.0% | +103.2% | +606.7% | +349.4% |
| All | +710.0% | +104.0% | +606.0% | +349.4% |
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