-76.2%
PCG vs TYL
+169.5%
-245.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.5% | +4.3% | -4.8% | -1.5% |
| 30D | +0.8% | +28.0% | -27.2% | -5.7% |
| 3M | -22.0% | +32.3% | -54.4% | -28.0% |
| 6M | -17.1% | +29.9% | -47.0% | -23.7% |
| YTD | -16.9% | -7.1% | -9.7% | -16.5% |
| 1Y | -19.1% | -9.2% | -9.8% | -18.3% |
| 3Y | -19.4% | +0.7% | -20.2% | -23.2% |
| 5Y | +9.0% | -21.1% | +30.1% | +10.7% |
| 10Y | -76.2% | +180.8% | -257.0% | -82.9% |
| All | -76.2% | +169.5% | -245.7% | -82.9% |
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 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