+26.8%
PH vs XYL
-21.6%
+48.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | 0.0% | +0.8% | -0.8% | -0.4% |
| 30D | -10.3% | -10.8% | +0.6% | -5.8% |
| 3M | +5.1% | -2.5% | +7.6% | +5.2% |
| 6M | +2.3% | -12.2% | +14.5% | +7.1% |
| YTD | +8.7% | -20.1% | +28.8% | +16.0% |
| 1Y | +26.8% | -20.6% | +47.4% | +35.3% |
| All | +26.8% | -21.6% | +48.4% | +35.3% |
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