+146.0%
PM vs TYL
+2.6%
+143.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -5.2% | +6.7% | -11.9% | -5.7% |
| 30D | +2.7% | +26.5% | -23.9% | +0.7% |
| 3M | +6.1% | +37.3% | -31.2% | +3.3% |
| 6M | +18.0% | +31.2% | -13.2% | +15.0% |
| YTD | +26.6% | -7.4% | +33.9% | +28.2% |
| 1Y | +36.7% | -9.6% | +46.2% | +38.9% |
| 3Y | +146.0% | +1.9% | +144.1% | +149.9% |
| All | +146.0% | +2.6% | +143.4% | +149.9% |
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 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