+99.4%
XYL vs PHM
+670.5%
-571.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -4.1% | +0.4% | -2.3% |
| 30D | -8.3% | +16.1% | -24.5% | -13.0% |
| 3M | -21.4% | -2.5% | -18.9% | -20.9% |
| 6M | -12.9% | +12.9% | -25.8% | -16.9% |
| YTD | -30.1% | +9.0% | -39.1% | -32.9% |
| 1Y | -35.2% | +8.2% | -43.3% | -37.8% |
| 3Y | -0.8% | +58.4% | -59.2% | -19.5% |
| 5Y | -23.2% | +159.2% | -182.4% | -49.6% |
| All | +99.4% | +670.5% | -571.2% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling