+73.8%
PEP vs TYL
+116.1%
-42.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.1% |
| 7D | -1.4% | -3.7% | +2.3% | -0.7% |
| 30D | +0.2% | +18.7% | -18.5% | -3.0% |
| 3M | -1.1% | +18.1% | -19.2% | -4.4% |
| 6M | -13.5% | -1.1% | -12.4% | -13.9% |
| YTD | -1.2% | -19.8% | +18.6% | +2.0% |
| 1Y | -1.6% | -34.3% | +32.8% | +5.8% |
| 3Y | -12.5% | -8.2% | -4.3% | -13.9% |
| 5Y | +3.0% | -25.4% | +28.5% | +4.1% |
| All | +73.8% | +116.1% | -42.3% | +39.9% |
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 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