-14.5%
XYL vs PHM
+152.6%
-167.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | +0.8% | -3.9% | +4.7% | +2.2% |
| 30D | -10.8% | -8.6% | -2.3% | -8.0% |
| 3M | -2.5% | -2.9% | +0.4% | -1.8% |
| 6M | -12.2% | -5.7% | -6.5% | -10.8% |
| YTD | -20.1% | +1.9% | -21.9% | -21.5% |
| 1Y | -20.6% | -12.3% | -8.3% | -17.9% |
| 3Y | +17.3% | +50.8% | -33.4% | -6.3% |
| 5Y | -14.5% | +157.3% | -171.8% | -48.9% |
| All | -14.5% | +152.6% | -167.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling