+432.8%
XYL vs PHM
+3,198.7%
-2,766.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -5.0% | -3.2% | -1.9% | -4.1% |
| 30D | -13.2% | -6.4% | -6.8% | -11.5% |
| 3M | -3.7% | +5.5% | -9.2% | -5.4% |
| 6M | -17.7% | -5.4% | -12.2% | -16.6% |
| YTD | -21.5% | +6.6% | -28.1% | -23.6% |
| 1Y | -24.5% | -8.8% | -15.7% | -23.2% |
| 3Y | +6.9% | +54.1% | -47.2% | -9.0% |
| 5Y | -18.1% | +144.5% | -162.5% | -40.5% |
| 10Y | +134.7% | +569.4% | -434.7% | +26.7% |
| All | +432.8% | +3,198.7% | -2,766.0% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling