-0.8%
XYL vs PHM
+59.3%
-60.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | -4.1% | +0.4% | -2.4% |
| 30D | -8.3% | +16.1% | -24.5% | -12.4% |
| 3M | -21.4% | -2.5% | -18.9% | -21.0% |
| 6M | -12.9% | +12.9% | -25.8% | -16.2% |
| YTD | -30.1% | +9.0% | -39.1% | -32.5% |
| 1Y | -35.2% | +8.2% | -43.3% | -37.3% |
| 3Y | -0.8% | +58.4% | -59.2% | -16.2% |
| All | -0.8% | +59.3% | -60.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling