+268.2%
PM vs XYL
+100.1%
+168.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -2.4% | -6.0% | +3.6% | -0.7% |
| 30D | -1.3% | -8.3% | +7.0% | +0.5% |
| 3M | +6.5% | -22.6% | +29.1% | +13.8% |
| 6M | +7.0% | -15.0% | +22.0% | +11.0% |
| YTD | +25.8% | -30.2% | +56.0% | +37.6% |
| 1Y | +30.9% | -36.4% | +67.3% | +47.3% |
| 3Y | +148.0% | -0.9% | +148.8% | +135.6% |
| 5Y | +161.2% | -23.4% | +184.5% | +167.0% |
| All | +268.2% | +100.1% | +168.1% | +174.4% |
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