+162.6%
PM vs TYL
-23.0%
+185.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.5% |
| 30D | -3.2% | +21.1% | -24.3% | -4.9% |
| 3M | +6.2% | +28.9% | -22.7% | +3.6% |
| 6M | +7.7% | +42.0% | -34.3% | +4.0% |
| YTD | +27.3% | -6.6% | +33.9% | +27.8% |
| 1Y | +32.8% | -9.1% | +41.8% | +33.7% |
| 3Y | +150.0% | +1.8% | +148.2% | +148.3% |
| All | +162.6% | -23.0% | +185.6% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling