+295.0%
PCAR vs TYL
+185.3%
+109.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +2.2% | +0.5% | +1.6% | +2.1% |
| 30D | +0.3% | +25.2% | -24.8% | -4.3% |
| 3M | -17.9% | +31.8% | -49.7% | -22.8% |
| 6M | -3.4% | +36.3% | -39.7% | -10.3% |
| YTD | -0.1% | -6.3% | +6.2% | +0.3% |
| 1Y | +13.4% | -9.5% | +22.9% | +14.8% |
| 3Y | +37.2% | +1.6% | +35.6% | +32.5% |
| 5Y | +117.3% | -21.8% | +139.1% | +119.3% |
| 10Y | +295.0% | +183.3% | +111.7% | +163.2% |
| All | +295.0% | +185.3% | +109.7% | +163.2% |
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 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