+20.3%
PSA vs XYL
+16.4%
+3.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -2.2% | +0.8% | -3.1% | -2.5% |
| 30D | -9.6% | -10.8% | +1.3% | -6.1% |
| 3M | -7.9% | -2.5% | -5.4% | -7.2% |
| 6M | -2.0% | -12.2% | +10.2% | +2.0% |
| YTD | +15.7% | -20.1% | +35.8% | +23.7% |
| 1Y | +5.8% | -20.6% | +26.4% | +13.1% |
| All | +20.3% | +16.4% | +3.9% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling