+66.4%
PBR vs TYL
+1.3%
+65.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.0% | +0.8% | -1.9% | -1.1% |
| 30D | -29.3% | +21.1% | -50.4% | -30.0% |
| 3M | +5.5% | +28.9% | -23.4% | +4.0% |
| 6M | -2.9% | +42.0% | -44.9% | -5.0% |
| YTD | +61.5% | -6.6% | +68.1% | +64.0% |
| 1Y | +46.9% | -9.1% | +55.9% | +49.6% |
| 3Y | +66.4% | +1.8% | +64.6% | +66.9% |
| All | +66.4% | +1.3% | +65.1% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling