-4.6%
PEP vs TYL
+5.0%
-9.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +6.7% | +15.1% | -8.4% | +5.1% |
| 30D | +13.5% | +30.1% | -16.5% | +10.5% |
| 3M | +3.9% | +40.4% | -36.4% | +0.3% |
| 6M | -6.0% | +31.3% | -37.3% | -9.1% |
| YTD | +2.5% | -5.2% | +7.7% | +2.4% |
| 1Y | +3.9% | -6.6% | +10.5% | +4.1% |
| All | -4.6% | +5.0% | -9.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling