-20.6%
PFE vs TYL
-20.5%
-0.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -3.1% |
| 7D | -0.2% | +15.1% | -15.3% | -1.8% |
| 30D | +8.7% | +30.1% | -21.4% | +5.6% |
| 3M | +15.8% | +40.4% | -24.6% | +11.6% |
| 6M | +16.8% | +31.3% | -14.4% | +13.1% |
| YTD | +26.2% | -5.2% | +31.4% | +25.9% |
| 1Y | +29.9% | -6.6% | +36.5% | +29.8% |
| 3Y | +15.9% | +3.4% | +12.5% | +14.6% |
| 5Y | -20.6% | -19.3% | -1.3% | -28.4% |
| All | -20.6% | -20.5% | -0.1% | -28.4% |
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