+696.1%
PH vs TYL
+183.3%
+512.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | +7.4% | -1.6% | +8.9% | +7.8% |
| 30D | +0.5% | +22.1% | -21.6% | -6.1% |
| 3M | -10.2% | +33.4% | -43.6% | -19.0% |
| 6M | +8.9% | +36.8% | -27.9% | -3.9% |
| YTD | +9.7% | -6.7% | +16.3% | +9.6% |
| 1Y | +12.8% | -9.2% | +22.0% | +13.9% |
| 3Y | +134.6% | +1.2% | +133.4% | +122.4% |
| 5Y | +204.5% | -23.0% | +227.5% | +213.3% |
| All | +696.1% | +183.3% | +512.8% | +408.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling