+15.5%
PH vs TYL
-8.1%
+23.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +1.0% |
| 7D | +2.1% | +4.3% | -2.2% | +2.8% |
| 30D | +0.3% | +28.0% | -27.7% | +3.5% |
| 3M | -8.8% | +32.3% | -41.1% | -5.4% |
| 6M | +10.0% | +29.9% | -19.9% | +14.5% |
| YTD | +10.5% | -7.1% | +17.6% | +14.8% |
| 1Y | +15.5% | -9.2% | +24.7% | +21.0% |
| All | +15.5% | -8.1% | +23.6% | +21.0% |
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 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