+12,813.1%
PCAR vs TYL
+14,656.9%
-1,843.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.6% | +3.5% |
| 7D | +3.7% | +17.3% | -13.6% | +1.7% |
| 30D | -2.9% | +28.9% | -31.8% | -5.8% |
| 3M | -21.7% | +35.1% | -56.8% | -24.5% |
| 6M | -6.6% | +29.3% | -36.0% | -9.9% |
| YTD | -2.2% | -6.8% | +4.5% | -2.5% |
| 1Y | +12.2% | -9.9% | +22.1% | +12.4% |
| 3Y | +36.5% | +1.7% | +34.8% | +34.0% |
| 5Y | +113.5% | -21.6% | +135.1% | +113.9% |
| 10Y | +319.4% | +173.5% | +146.0% | +262.1% |
| All | +12,813.1% | +14,656.9% | -1,843.8% | +7,075.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling