-6.4%
PGR vs TYL
-34.2%
+27.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.4% |
| 7D | +0.1% | -3.7% | +3.8% | +0.9% |
| 30D | +2.9% | +18.7% | -15.8% | -0.3% |
| 3M | +12.1% | +18.1% | -6.0% | +8.3% |
| 6M | +3.7% | -1.1% | +4.8% | +1.7% |
| YTD | +2.4% | -19.8% | +22.2% | +3.0% |
| 1Y | -6.4% | -34.3% | +28.0% | -4.1% |
| All | -6.4% | -34.2% | +27.8% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling