+4.9%
PEP vs TYL
-7.4%
+12.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +6.7% | +15.1% | -8.4% | +5.5% |
| 30D | +13.5% | +30.1% | -16.5% | +11.5% |
| 3M | +3.9% | +40.4% | -36.4% | +1.7% |
| 6M | -6.0% | +31.3% | -37.3% | -8.5% |
| YTD | +2.5% | -5.2% | +7.7% | -1.2% |
| All | +4.9% | -7.4% | +12.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling