+376.3%
PSX vs XYL
+149.5%
+226.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | +1.5% | -1.2% | +2.8% | +2.1% |
| 30D | +15.8% | -13.2% | +29.0% | +23.9% |
| 3M | +43.0% | -0.2% | +43.2% | +41.6% |
| 6M | +61.1% | -12.5% | +73.6% | +69.2% |
| YTD | +104.5% | -20.9% | +125.4% | +125.0% |
| 1Y | +102.5% | -21.6% | +124.1% | +123.2% |
| 3Y | +133.5% | +16.1% | +117.3% | +103.3% |
| 5Y | +367.0% | -15.6% | +382.6% | +373.9% |
| All | +376.3% | +149.5% | +226.8% | +160.6% |
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