-17.6%
PCG vs TYL
-8.4%
-9.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.2% |
| 7D | 0.0% | +15.1% | -15.1% | +0.5% |
| 30D | +5.8% | +30.1% | -24.2% | +6.8% |
| 3M | -22.8% | +40.4% | -63.1% | -21.8% |
| 6M | -18.4% | +31.3% | -49.7% | -17.7% |
| YTD | -16.9% | -5.2% | -11.7% | -19.4% |
| 1Y | -17.6% | -6.6% | -11.0% | -20.2% |
| All | -17.6% | -8.4% | -9.2% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling