+45,785.8%
PGR vs TYL
+14,686.9%
+31,098.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +10.5% | +21.1% | -10.7% | +8.5% |
| 3M | +12.9% | +28.9% | -16.0% | +10.2% |
| 6M | +20.4% | +42.0% | -21.6% | +16.4% |
| YTD | +10.3% | -6.6% | +16.9% | +10.3% |
| 1Y | +12.5% | -9.1% | +21.6% | +12.8% |
| 3Y | +59.3% | +1.8% | +57.4% | +57.4% |
| 5Y | +173.9% | -22.9% | +196.8% | +174.8% |
| 10Y | +837.6% | +182.3% | +655.3% | +736.6% |
| All | +45,785.8% | +14,686.9% | +31,098.9% | +28,523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling