+488.6%
PBR vs TYL
-21.3%
+509.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.2% |
| 7D | -16.0% | +6.7% | -22.6% | -16.5% |
| 30D | -22.8% | +26.5% | -49.3% | -24.5% |
| 3M | +3.0% | +37.3% | -34.3% | -0.2% |
| 6M | -8.1% | +31.2% | -39.2% | -10.8% |
| YTD | +63.1% | -7.4% | +70.5% | +64.5% |
| 1Y | +59.3% | -9.6% | +68.8% | +61.0% |
| 3Y | +66.1% | +1.9% | +64.2% | +64.3% |
| All | +488.6% | -21.3% | +509.9% | +530.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling