+138.9%
PH vs TYL
+0.5%
+138.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +3.0% | +3.5% | -0.5% | +2.7% |
| 30D | -0.6% | +26.9% | -27.5% | -3.0% |
| 3M | -10.7% | +33.8% | -44.6% | -13.7% |
| 6M | +9.1% | +28.8% | -19.8% | +5.7% |
| YTD | +9.5% | -7.9% | +17.4% | +16.1% |
| 1Y | +14.0% | -9.8% | +23.8% | +21.7% |
| 3Y | +138.9% | +1.2% | +137.7% | +145.6% |
| All | +138.9% | +0.5% | +138.3% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling