+303.7%
PCAR vs TYL
+174.9%
+128.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +2.2% | +15.1% | -12.9% | -0.8% |
| 30D | -4.4% | +30.1% | -34.5% | -9.5% |
| 3M | -21.4% | +40.4% | -61.8% | -27.0% |
| 6M | -7.3% | +31.3% | -38.6% | -13.2% |
| YTD | -3.8% | -5.2% | +1.4% | -3.6% |
| 1Y | +6.3% | -6.6% | +12.9% | +6.8% |
| 3Y | +34.4% | +3.4% | +31.0% | +29.3% |
| 5Y | +109.2% | -19.3% | +128.5% | +109.3% |
| All | +303.7% | +174.9% | +128.8% | +171.3% |
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