+1,007.0%
PAAS vs TYL
+12,439.3%
-11,432.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.7% | +3.7% | +8.0% |
| 7D | -1.1% | +17.3% | -18.4% | -2.3% |
| 30D | -8.5% | +28.9% | -37.3% | -10.3% |
| 3M | -7.3% | +35.1% | -42.4% | -9.6% |
| 6M | -18.3% | +29.3% | -47.6% | -20.3% |
| YTD | -19.2% | -6.8% | -12.4% | -19.3% |
| 1Y | +26.1% | -9.9% | +36.0% | +26.2% |
| 3Y | +183.6% | +1.7% | +181.9% | +180.1% |
| 5Y | +81.2% | -21.6% | +102.8% | +81.3% |
| 10Y | +187.8% | +173.5% | +14.3% | +166.2% |
| All | +1,007.0% | +12,439.3% | -11,432.2% | +751.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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