-77.2%
PCG vs TYL
+174.9%
-252.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | 0.0% | +15.1% | -15.1% | -3.6% |
| 30D | +5.8% | +30.1% | -24.2% | -1.4% |
| 3M | -22.8% | +40.4% | -63.1% | -29.7% |
| 6M | -18.4% | +31.3% | -49.7% | -25.1% |
| YTD | -16.9% | -5.2% | -11.7% | -17.0% |
| 1Y | -17.6% | -6.6% | -11.0% | -17.5% |
| 3Y | -20.0% | +3.4% | -23.4% | -24.3% |
| 5Y | +16.0% | -19.3% | +35.3% | +17.0% |
| All | -77.2% | +174.9% | -252.1% | -83.6% |
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