+162.8%
PEG vs TYL
+169.5%
-6.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +2.6% | +4.3% | -1.7% | +1.9% |
| 30D | +3.3% | +28.0% | -24.6% | -0.6% |
| 3M | +1.1% | +32.3% | -31.3% | -3.5% |
| 6M | -1.4% | +29.9% | -31.4% | -6.0% |
| YTD | -4.6% | -7.1% | +2.5% | -4.1% |
| 1Y | -7.2% | -9.2% | +2.0% | -6.4% |
| 3Y | +33.7% | +0.7% | +33.0% | +30.4% |
| 5Y | +40.8% | -21.1% | +61.9% | +40.7% |
| 10Y | +162.8% | +180.8% | -18.0% | +119.0% |
| All | +162.8% | +169.5% | -6.7% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling