+15,068.3%
PCAR vs TYL
+12,593.6%
+2,474.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | -0.5% | -3.7% | +3.2% | -0.1% |
| 30D | -6.2% | +18.7% | -25.0% | -8.2% |
| 3M | +5.9% | +18.1% | -12.2% | +3.5% |
| 6M | +0.4% | -1.1% | +1.5% | -0.1% |
| YTD | +14.8% | -19.8% | +34.6% | +16.7% |
| 1Y | +30.1% | -34.3% | +64.4% | +35.2% |
| 3Y | +66.7% | -8.2% | +74.9% | +65.7% |
| 5Y | +166.1% | -25.4% | +191.5% | +168.4% |
| 10Y | +353.7% | +115.6% | +238.1% | +302.6% |
| All | +15,068.3% | +12,593.6% | +2,474.7% | +8,486.7% |
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