+2,839.3%
PEG vs TYL
+14,564.8%
-11,725.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -2.3% | +6.7% | -8.9% | -2.6% |
| 30D | +1.2% | +26.5% | -25.3% | 0.0% |
| 3M | -2.4% | +37.3% | -39.6% | -4.0% |
| 6M | -6.9% | +31.2% | -38.0% | -8.4% |
| YTD | -7.2% | -7.4% | +0.1% | -7.3% |
| 1Y | -8.9% | -9.6% | +0.7% | -8.8% |
| 3Y | +27.1% | +1.9% | +25.2% | +26.1% |
| 5Y | +33.8% | -21.1% | +54.9% | +33.7% |
| 10Y | +150.2% | +171.8% | -21.6% | +135.7% |
| All | +2,839.3% | +14,564.8% | -11,725.5% | +2,281.9% |
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