+96.9%
PSX vs XYL
-30.7%
+127.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.0% | -9.5% | -4.5% |
| 7D | -5.2% | +14.5% | -19.7% | -5.3% |
| 30D | -3.7% | -1.3% | -2.4% | -2.6% |
| 3M | +26.8% | -17.0% | +43.7% | +25.9% |
| 6M | +47.3% | -11.3% | +58.6% | +47.6% |
| YTD | +105.4% | -25.0% | +130.4% | +105.2% |
| 1Y | +96.9% | -31.5% | +128.5% | +96.5% |
| All | +96.9% | -30.7% | +127.6% | +96.5% |
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