+621.5%
PBR vs TYL
+106.7%
+514.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.5% |
| 7D | +2.5% | -7.6% | +10.1% | +4.2% |
| 30D | +19.4% | +11.3% | +8.1% | +16.4% |
| 3M | +20.8% | +14.5% | +6.3% | +16.3% |
| 6M | +23.5% | -7.1% | +30.6% | +24.5% |
| YTD | +83.4% | -23.4% | +106.8% | +92.5% |
| 1Y | +77.6% | -38.6% | +116.1% | +97.1% |
| 3Y | +99.9% | -11.3% | +111.2% | +96.4% |
| 5Y | +567.7% | -28.0% | +595.7% | +583.6% |
| 10Y | +621.5% | +104.9% | +516.7% | +476.1% |
| All | +621.5% | +106.7% | +514.9% | +476.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling