+1,129.2%
PSX vs XYL
+328.5%
+800.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +4.0% |
| 7D | -0.4% | -5.9% | +5.5% | +2.5% |
| 30D | -8.1% | -7.3% | -0.8% | -5.5% |
| 3M | +15.9% | -22.5% | +38.4% | +29.6% |
| 6M | +49.4% | -14.4% | +63.8% | +57.6% |
| YTD | +104.7% | -29.4% | +134.0% | +135.0% |
| 1Y | +89.1% | -35.6% | +124.7% | +127.7% |
| 3Y | +151.7% | +0.3% | +151.5% | +136.1% |
| 5Y | +298.3% | -22.3% | +320.7% | +313.5% |
| 10Y | +357.1% | +103.2% | +253.8% | +173.1% |
| All | +1,129.2% | +328.5% | +800.6% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling