-31.5%
XYL vs PHM
+16.2%
-47.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.2% | -2.2% | +2.5% |
| 7D | +14.5% | +13.6% | +0.9% | +9.7% |
| 30D | -1.3% | +19.3% | -20.6% | -6.9% |
| 3M | -17.0% | +3.5% | -20.5% | -18.3% |
| 6M | -11.3% | +18.6% | -29.9% | -16.1% |
| YTD | -25.0% | +16.7% | -41.7% | -29.4% |
| 1Y | -31.5% | +14.6% | -46.2% | -35.5% |
| All | -31.5% | +16.2% | -47.7% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling