-41.4%
PCOR vs TYL
-25.2%
-16.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.2% | -1.0% |
| 7D | -9.0% | -3.7% | -5.3% | -6.1% |
| 30D | +4.2% | +18.7% | -14.6% | -9.5% |
| 3M | +14.4% | +18.1% | -3.7% | -0.8% |
| 6M | +0.2% | -1.1% | +1.3% | +0.3% |
| YTD | -20.3% | -19.8% | -0.4% | -5.7% |
| 1Y | -16.1% | -34.3% | +18.2% | +16.8% |
| 3Y | -14.7% | -8.2% | -6.5% | -19.1% |
| All | -41.4% | -25.2% | -16.2% | -30.1% |
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