+116.4%
PCAR vs TYL
-22.8%
+139.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.8% |
| 7D | +2.9% | +3.5% | -0.6% | +2.4% |
| 30D | -2.1% | +26.9% | -29.0% | -5.8% |
| 3M | -20.4% | +33.8% | -54.2% | -24.2% |
| 6M | -7.0% | +28.8% | -35.8% | -11.2% |
| YTD | -2.6% | -7.9% | +5.2% | -1.2% |
| 1Y | +9.8% | -9.8% | +19.5% | +11.9% |
| 3Y | +37.3% | +1.2% | +36.1% | +34.1% |
| 5Y | +116.4% | -22.8% | +139.3% | +107.8% |
| All | +116.4% | -22.8% | +139.3% | +107.8% |
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