+229.6%
PM vs TYL
+168.7%
+60.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -5.2% | +6.7% | -11.9% | -6.2% |
| 30D | +2.7% | +26.5% | -23.9% | -1.0% |
| 3M | +5.2% | +37.3% | -32.1% | 0.0% |
| 6M | +17.0% | +31.2% | -14.2% | +11.6% |
| YTD | +25.5% | -7.4% | +32.9% | +26.0% |
| 1Y | +35.5% | -9.6% | +45.1% | +36.6% |
| 3Y | +143.9% | +1.9% | +142.0% | +138.0% |
| 5Y | +161.8% | -21.1% | +183.0% | +164.3% |
| All | +229.6% | +168.7% | +60.9% | +158.9% |
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