-10.5%
PCG vs TYL
-8.1%
-2.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.5% | +2.8% |
| 7D | -13.9% | -3.7% | -10.2% | -13.5% |
| 30D | -16.9% | +18.7% | -35.6% | -18.1% |
| 3M | -14.7% | +18.1% | -32.9% | -16.1% |
| 6M | -23.8% | -1.1% | -22.7% | -23.7% |
| YTD | -10.5% | -19.8% | +9.3% | -7.5% |
| 1Y | -5.1% | -34.3% | +29.2% | +1.9% |
| All | -10.5% | -8.1% | -2.4% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling