+362.2%
PSA vs XYL
+449.8%
-87.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | -3.7% | -5.0% | +1.4% | -2.3% |
| 30D | -7.7% | -13.2% | +5.5% | -4.2% |
| 3M | -0.6% | -3.7% | +3.1% | +0.3% |
| 6M | -0.9% | -17.7% | +16.8% | +4.1% |
| YTD | +18.7% | -21.5% | +40.2% | +26.0% |
| 1Y | +7.6% | -24.5% | +32.1% | +15.4% |
| 3Y | +23.7% | +6.9% | +16.7% | +19.8% |
| 5Y | +13.7% | -18.1% | +31.7% | +15.5% |
| 10Y | +98.9% | +134.7% | -35.9% | +55.4% |
| All | +362.2% | +449.8% | -87.5% | +201.9% |
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 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