+493.3%
PM vs XYL
+394.7%
+98.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | -7.1% | -5.9% | -1.2% | -5.6% |
| 30D | -2.8% | -7.3% | +4.5% | -1.4% |
| 3M | +6.3% | -22.5% | +28.8% | +13.1% |
| 6M | +9.6% | -14.4% | +24.1% | +13.3% |
| YTD | +25.6% | -29.4% | +55.0% | +36.2% |
| 1Y | +29.7% | -35.6% | +65.3% | +44.2% |
| 3Y | +147.6% | +0.3% | +147.3% | +137.0% |
| 5Y | +160.1% | -22.3% | +182.5% | +164.1% |
| 10Y | +260.9% | +103.2% | +157.7% | +171.7% |
| All | +493.3% | +394.7% | +98.5% | +274.3% |
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