-19.8%
PCOR vs TYL
-20.5%
+0.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.4% |
| 7D | +23.7% | +15.1% | +8.6% | +10.6% |
| 30D | +39.0% | +30.1% | +8.9% | +12.0% |
| 3M | +35.8% | +40.4% | -4.6% | +2.8% |
| 6M | +38.2% | +31.3% | +7.0% | +10.1% |
| YTD | +3.9% | -5.2% | +9.1% | +7.0% |
| 1Y | +5.7% | -6.6% | +12.3% | +9.9% |
| 3Y | +44.8% | +3.4% | +41.4% | +28.4% |
| 5Y | -19.8% | -19.3% | -0.5% | -5.3% |
| All | -19.8% | -20.5% | +0.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling