+415.4%
PSA vs XYL
+389.1%
+26.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -2.1% | -6.0% | +3.9% | -0.5% |
| 30D | +15.6% | -8.3% | +23.9% | +17.6% |
| 3M | +4.1% | -22.6% | +26.7% | +10.7% |
| 6M | +9.2% | -15.0% | +24.2% | +13.3% |
| YTD | +32.3% | -30.2% | +62.5% | +44.1% |
| 1Y | +26.2% | -36.4% | +62.5% | +40.7% |
| 3Y | +53.7% | -0.9% | +54.5% | +51.2% |
| 5Y | +26.6% | -23.4% | +49.9% | +30.4% |
| 10Y | +132.8% | +100.9% | +31.9% | +88.0% |
| All | +415.4% | +389.1% | +26.3% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling