+368.5%
PSX vs XYL
-15.4%
+384.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +21.6% | -10.8% | +32.5% | +25.0% |
| 3M | +46.5% | -2.5% | +49.0% | +46.5% |
| 6M | +62.0% | -12.2% | +74.2% | +66.2% |
| YTD | +106.3% | -20.1% | +126.4% | +116.9% |
| 1Y | +103.0% | -20.6% | +123.6% | +113.6% |
| 3Y | +135.5% | +17.3% | +118.2% | +123.0% |
| 5Y | +368.5% | -14.5% | +383.0% | +340.5% |
| All | +368.5% | -15.4% | +384.0% | +340.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling