+211.8%
PM vs XYL
+140.7%
+71.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | -0.2% | -10.8% | +10.7% | +3.1% |
| 3M | +4.9% | -2.5% | +7.5% | +5.5% |
| 6M | +9.0% | -12.2% | +21.2% | +12.7% |
| YTD | +17.8% | -20.1% | +37.9% | +24.8% |
| 1Y | +16.8% | -20.6% | +37.5% | +23.7% |
| 3Y | +125.4% | +17.3% | +108.1% | +105.2% |
| 5Y | +128.7% | -14.5% | +143.2% | +128.5% |
| 10Y | +211.8% | +150.2% | +61.6% | +126.7% |
| All | +211.8% | +140.7% | +71.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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