-77.6%
PCG vs TYL
+168.7%
-246.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -1.6% | +6.7% | -8.3% | -3.2% |
| 30D | +1.4% | +26.5% | -25.1% | -4.8% |
| 3M | -23.4% | +37.3% | -60.7% | -29.9% |
| 6M | -19.4% | +31.2% | -50.5% | -26.0% |
| YTD | -18.5% | -7.4% | -11.1% | -18.1% |
| 1Y | -19.5% | -9.6% | -10.0% | -18.7% |
| 3Y | -21.0% | +1.9% | -22.9% | -25.0% |
| 5Y | +13.7% | -21.1% | +34.9% | +15.4% |
| All | -77.6% | +168.7% | -246.3% | -83.8% |
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 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