+6.3%
PSA vs XYL
-21.7%
+27.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | -9.4% | -13.2% | +3.8% | -4.8% |
| 3M | -8.2% | -0.2% | -8.0% | -7.9% |
| 6M | -1.8% | -12.5% | +10.7% | +2.3% |
| YTD | +15.7% | -20.9% | +36.6% | +23.1% |
| 1Y | +6.3% | -21.6% | +27.8% | +11.5% |
| All | +6.3% | -21.7% | +27.9% | +11.5% |
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