+446.8%
PM vs XYL
+449.8%
-2.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.4% |
| 7D | -4.9% | -5.0% | +0.2% | -3.5% |
| 30D | -3.4% | -13.2% | +9.8% | +0.3% |
| 3M | +5.2% | -3.7% | +8.9% | +6.1% |
| 6M | +3.7% | -17.7% | +21.4% | +8.9% |
| YTD | +15.8% | -21.5% | +37.3% | +22.8% |
| 1Y | +17.4% | -24.5% | +41.9% | +25.6% |
| 3Y | +116.9% | +6.9% | +110.0% | +105.5% |
| 5Y | +117.3% | -18.1% | +135.4% | +119.4% |
| 10Y | +193.8% | +134.7% | +59.0% | +114.4% |
| All | +446.8% | +449.8% | -2.9% | +237.6% |
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