+42,489.9%
PGR vs TYL
+12,593.6%
+29,896.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.8% |
| 7D | +0.1% | -3.7% | +3.8% | +0.5% |
| 30D | +2.9% | +18.7% | -15.8% | +1.3% |
| 3M | +12.1% | +18.1% | -6.0% | +10.3% |
| 6M | +3.7% | -1.1% | +4.8% | +3.5% |
| YTD | +2.4% | -19.8% | +22.2% | +3.9% |
| 1Y | -6.4% | -34.3% | +28.0% | -3.3% |
| 3Y | +76.8% | -8.2% | +85.0% | +76.4% |
| 5Y | +154.3% | -25.4% | +179.7% | +156.2% |
| 10Y | +790.1% | +115.6% | +674.5% | +713.6% |
| All | +42,489.9% | +12,593.6% | +29,896.2% | +26,867.0% |
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