+213.6%
PH vs XYL
-22.7%
+236.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.3% |
| 7D | +2.1% | +0.6% | +1.5% | +1.5% |
| 30D | +0.3% | -5.7% | +6.0% | +1.9% |
| 3M | -8.8% | -19.8% | +11.0% | +2.2% |
| 6M | +10.0% | -14.2% | +24.2% | +17.5% |
| YTD | +10.5% | -28.1% | +38.6% | +31.0% |
| 1Y | +15.5% | -35.0% | +50.5% | +46.5% |
| 3Y | +136.4% | +2.1% | +134.3% | +118.3% |
| 5Y | +213.6% | -22.1% | +235.7% | +246.0% |
| All | +213.6% | -22.7% | +236.3% | +246.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling