-21.9%
PCOR vs TYL
-22.4%
+0.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +4.7% | +15.0% | +15.8% |
| 7D | +21.8% | +17.3% | +4.6% | +7.2% |
| 30D | +39.5% | +28.9% | +10.6% | +13.2% |
| 3M | +35.2% | +35.1% | +0.2% | +5.7% |
| 6M | +21.7% | +29.3% | -7.6% | -1.8% |
| YTD | +3.9% | -6.8% | +10.7% | +8.5% |
| 1Y | +6.9% | -9.9% | +16.8% | +14.6% |
| 3Y | +44.8% | +1.7% | +43.1% | +30.2% |
| 5Y | -21.9% | -21.6% | -0.3% | -5.3% |
| All | -21.9% | -22.4% | +0.5% | -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