+35.0%
PCAR vs TYL
+5.0%
+30.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +2.2% | +15.1% | -12.9% | +1.1% |
| 30D | -4.4% | +30.1% | -34.5% | -6.3% |
| 3M | -21.4% | +40.4% | -61.8% | -23.5% |
| 6M | -7.3% | +31.3% | -38.6% | -9.3% |
| YTD | -3.8% | -5.2% | +1.4% | -1.5% |
| 1Y | +6.3% | -6.6% | +12.9% | +9.1% |
| All | +35.0% | +5.0% | +30.1% | +36.9% |
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