+129.9%
PSA vs XYL
+100.4%
+29.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.4% | -3.7% | +2.3% | -0.4% |
| 30D | +15.2% | -8.3% | +23.5% | +17.4% |
| 3M | +2.2% | -21.4% | +23.6% | +9.0% |
| 6M | +11.7% | -12.9% | +24.6% | +15.4% |
| YTD | +32.0% | -30.1% | +62.1% | +44.9% |
| 1Y | +26.3% | -35.2% | +61.4% | +41.7% |
| 3Y | +52.4% | -0.8% | +53.1% | +49.1% |
| 5Y | +26.3% | -23.2% | +49.5% | +30.1% |
| All | +129.9% | +100.4% | +29.5% | +83.1% |
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 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