+364.4%
PCAR vs TYL
+116.1%
+248.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | -0.5% | -3.7% | +3.2% | +0.2% |
| 30D | -6.2% | +18.7% | -25.0% | -9.7% |
| 3M | +5.9% | +18.1% | -12.2% | +1.7% |
| 6M | +0.4% | -1.1% | +1.5% | -0.2% |
| YTD | +14.8% | -19.8% | +34.6% | +19.2% |
| 1Y | +30.1% | -34.3% | +64.4% | +41.8% |
| 3Y | +66.7% | -8.2% | +74.9% | +64.0% |
| 5Y | +166.1% | -25.4% | +191.5% | +169.1% |
| All | +364.4% | +116.1% | +248.3% | +236.5% |
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