+361.6%
PSX vs XYL
+100.4%
+261.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +7.8% | -3.7% | +11.5% | +9.7% |
| 30D | -10.9% | -8.3% | -2.6% | -7.9% |
| 3M | +14.5% | -21.4% | +35.9% | +27.3% |
| 6M | +56.1% | -12.9% | +69.1% | +63.2% |
| YTD | +109.6% | -30.1% | +139.7% | +142.3% |
| 1Y | +95.5% | -35.2% | +130.7% | +135.4% |
| 3Y | +156.2% | -0.8% | +157.0% | +139.4% |
| 5Y | +310.0% | -23.2% | +333.2% | +331.4% |
| All | +361.6% | +100.4% | +261.2% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling