+159.5%
PM vs XYL
-20.5%
+180.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | -7.3% | +2.1% | -9.3% | -7.6% |
| 30D | -4.0% | -3.4% | -0.7% | -3.8% |
| 3M | +2.7% | -17.2% | +19.9% | +5.4% |
| 6M | +14.9% | -12.0% | +26.9% | +16.7% |
| YTD | +23.5% | -26.3% | +49.8% | +28.9% |
| 1Y | +30.4% | -33.5% | +63.8% | +38.4% |
| 3Y | +143.2% | +6.4% | +136.8% | +130.9% |
| 5Y | +159.5% | -20.9% | +180.4% | +135.8% |
| All | +159.5% | -20.5% | +180.0% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling