+2.3%
PEP vs TYL
-21.3%
+23.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +2.9% | +6.7% | -3.7% | +2.1% |
| 30D | +14.2% | +26.5% | -12.3% | +10.9% |
| 3M | +3.2% | +37.3% | -34.1% | -1.0% |
| 6M | -7.4% | +31.2% | -38.6% | -10.9% |
| YTD | +1.5% | -7.4% | +8.8% | +1.7% |
| 1Y | +3.9% | -9.6% | +13.4% | +4.4% |
| 3Y | -5.5% | +1.9% | -7.4% | -7.4% |
| All | +2.3% | -21.3% | +23.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling