+134.1%
PSX vs XYL
+18.1%
+116.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +0.8% |
| 7D | +2.8% | +1.8% | +1.0% | +2.3% |
| 30D | +27.8% | -9.2% | +37.0% | +31.2% |
| 3M | +42.0% | -0.3% | +42.3% | +40.7% |
| 6M | +58.1% | -11.0% | +69.1% | +62.4% |
| YTD | +105.0% | -19.2% | +124.2% | +117.9% |
| 1Y | +104.9% | -21.2% | +126.1% | +119.8% |
| 3Y | +134.1% | +18.6% | +115.4% | +112.1% |
| All | +134.1% | +18.1% | +116.0% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling