-23.5%
XYL vs PHM
-12.7%
-10.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +1.2% | -5.0% | +6.2% | +2.7% |
| 30D | -11.9% | -8.4% | -3.5% | -9.7% |
| 3M | -1.5% | -4.4% | +2.9% | -0.3% |
| 6M | -11.9% | -3.7% | -8.2% | -11.3% |
| YTD | -20.6% | +1.3% | -21.9% | -21.2% |
| 1Y | -23.5% | -14.0% | -9.5% | -21.8% |
| All | -23.5% | -12.7% | -10.8% | -21.8% |
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