+35.8%
PFE vs TYL
+116.1%
-80.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.6% |
| 7D | +1.8% | -3.7% | +5.4% | +2.3% |
| 30D | +10.2% | +18.7% | -8.5% | +7.2% |
| 3M | +12.7% | +18.1% | -5.5% | +9.4% |
| 6M | +10.5% | -1.1% | +11.7% | +10.1% |
| YTD | +20.2% | -19.8% | +40.0% | +23.4% |
| 1Y | +24.1% | -34.3% | +58.4% | +31.7% |
| 3Y | -3.6% | -8.2% | +4.7% | -4.5% |
| 5Y | -20.9% | -25.4% | +4.6% | -20.4% |
| All | +35.8% | +116.1% | -80.3% | +7.4% |
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 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