+158.7%
PGR vs TYL
-28.6%
+187.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -2.7% | -8.6% | +5.9% | -1.3% |
| 30D | +0.7% | +7.5% | -6.8% | -0.4% |
| 3M | +7.7% | +10.9% | -3.2% | +5.9% |
| 6M | +4.3% | -6.7% | +11.0% | +4.6% |
| YTD | +0.7% | -24.5% | +25.3% | +3.7% |
| 1Y | -5.7% | -38.6% | +33.0% | -0.3% |
| 3Y | +73.7% | -12.6% | +86.3% | +75.7% |
| All | +158.7% | -28.6% | +187.3% | +160.8% |
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