+486.9%
PM vs XYL
+403.7%
+83.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -6.6% | +0.6% | -7.2% | -6.8% |
| 30D | -3.4% | -5.7% | +2.3% | -2.5% |
| 3M | +5.3% | -19.8% | +25.1% | +11.0% |
| 6M | +15.5% | -14.2% | +29.7% | +19.3% |
| YTD | +24.3% | -28.1% | +52.3% | +34.1% |
| 1Y | +29.7% | -35.0% | +64.7% | +43.9% |
| 3Y | +144.9% | +2.1% | +142.8% | +133.4% |
| 5Y | +159.0% | -22.1% | +181.1% | +163.0% |
| 10Y | +250.9% | +107.0% | +144.0% | +163.0% |
| All | +486.9% | +403.7% | +83.2% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling