-23.8%
PCG vs TYL
+0.4%
-24.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.5% | +2.5% |
| 7D | -13.9% | -3.7% | -10.2% | -13.8% |
| 30D | -16.9% | +18.7% | -35.6% | -16.7% |
| 3M | -14.7% | +18.1% | -32.9% | -14.9% |
| 6M | -23.8% | -1.1% | -22.7% | -23.4% |
| All | -23.8% | +0.4% | -24.2% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling