+168.1%
PM vs TYL
-21.3%
+189.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.6% |
| 7D | -5.2% | +6.7% | -11.9% | -5.8% |
| 30D | +2.7% | +26.5% | -23.9% | +0.4% |
| 3M | +6.1% | +37.3% | -31.2% | +2.9% |
| 6M | +18.0% | +31.2% | -13.2% | +14.7% |
| YTD | +26.6% | -7.4% | +33.9% | +27.2% |
| 1Y | +36.7% | -9.6% | +46.2% | +37.7% |
| 3Y | +146.0% | +1.9% | +144.1% | +144.2% |
| All | +168.1% | -21.3% | +189.4% | +156.5% |
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