+3,159.9%
PEP vs TYL
+12,593.6%
-9,433.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.2% |
| 30D | +0.2% | +18.7% | -18.5% | -0.8% |
| 3M | -1.1% | +18.1% | -19.2% | -2.2% |
| 6M | -13.5% | -1.1% | -12.4% | -13.6% |
| YTD | -1.2% | -19.8% | +18.6% | -0.3% |
| 1Y | -1.6% | -34.3% | +32.8% | +0.4% |
| 3Y | -12.5% | -8.2% | -4.3% | -12.7% |
| 5Y | +3.0% | -25.4% | +28.5% | +3.4% |
| 10Y | +73.9% | +115.6% | -41.7% | +64.7% |
| All | +3,159.9% | +12,593.6% | -9,433.7% | +2,271.3% |
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 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