+14.5%
PG vs TYL
-28.2%
+42.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -0.4% | -7.6% | +7.2% | +0.4% |
| 30D | -0.1% | +11.3% | -11.5% | -1.4% |
| 3M | +1.1% | +14.5% | -13.4% | -0.7% |
| 6M | -3.8% | -7.1% | +3.3% | -3.4% |
| YTD | +3.8% | -23.4% | +27.2% | +6.9% |
| 1Y | -5.8% | -38.6% | +32.8% | +0.1% |
| 3Y | +3.0% | -11.3% | +14.3% | +3.3% |
| 5Y | +14.5% | -28.0% | +42.4% | +10.5% |
| All | +14.5% | -28.2% | +42.6% | +10.5% |
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