-21.5%
PFE vs TYL
-21.3%
-0.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.4% |
| 7D | -3.7% | +6.7% | -10.4% | -4.4% |
| 30D | +5.0% | +26.5% | -21.6% | +2.3% |
| 3M | +12.2% | +37.3% | -25.1% | +8.4% |
| 6M | +14.6% | +31.2% | -16.6% | +10.9% |
| YTD | +24.1% | -7.4% | +31.5% | +24.1% |
| 1Y | +26.6% | -9.6% | +36.1% | +26.9% |
| 3Y | +14.3% | +1.9% | +12.4% | +13.2% |
| All | -21.5% | -21.3% | -0.1% | -29.5% |
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