+696.1%
PH vs XYL
+100.1%
+596.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.7% |
| 7D | +7.4% | -6.0% | +13.4% | +12.2% |
| 30D | +0.5% | -8.3% | +8.8% | +4.5% |
| 3M | -10.2% | -22.6% | +12.3% | +5.9% |
| 6M | +8.9% | -15.0% | +24.0% | +18.7% |
| YTD | +9.7% | -30.2% | +39.8% | +37.6% |
| 1Y | +12.8% | -36.4% | +49.2% | +52.4% |
| 3Y | +134.6% | -0.9% | +135.5% | +116.9% |
| 5Y | +204.5% | -23.4% | +227.9% | +239.6% |
| All | +696.1% | +100.1% | +596.0% | +348.2% |
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