+99.6%
PSX vs XYL
-23.4%
+123.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | -0.1% |
| 7D | +4.5% | -5.0% | +9.6% | +4.0% |
| 30D | +26.6% | -13.2% | +39.8% | +24.8% |
| 3M | +39.3% | -3.7% | +43.0% | +38.3% |
| 6M | +56.8% | -17.7% | +74.5% | +56.5% |
| YTD | +101.8% | -21.5% | +123.3% | +100.9% |
| 1Y | +99.6% | -24.5% | +124.1% | +101.4% |
| All | +99.6% | -23.4% | +123.0% | +101.4% |
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