+91.1%
PCG vs TYL
+14,906.9%
-14,815.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | 0.0% | +15.1% | -15.1% | -1.0% |
| 30D | +5.8% | +30.1% | -24.2% | +3.8% |
| 3M | -22.8% | +40.4% | -63.1% | -24.7% |
| 6M | -18.4% | +31.3% | -49.7% | -20.2% |
| YTD | -16.9% | -5.2% | -11.7% | -17.1% |
| 1Y | -17.6% | -6.6% | -11.0% | -17.8% |
| 3Y | -20.0% | +3.4% | -23.4% | -20.9% |
| 5Y | +16.0% | -19.3% | +35.3% | +15.9% |
| 10Y | -76.7% | +178.1% | -254.8% | -78.4% |
| All | +91.1% | +14,906.9% | -14,815.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling