+217.8%
PNC vs TYL
+174.6%
+43.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -0.2% | +3.5% | -3.7% | -1.1% |
| 30D | +6.5% | +26.9% | -20.4% | -0.3% |
| 3M | -7.6% | +33.8% | -41.4% | -15.1% |
| 6M | +8.5% | +28.8% | -20.3% | 0.0% |
| YTD | +14.5% | -7.9% | +22.3% | +15.1% |
| 1Y | +29.7% | -9.8% | +39.5% | +31.1% |
| 3Y | +115.7% | +1.2% | +114.5% | +105.9% |
| 5Y | +34.6% | -22.8% | +57.4% | +36.1% |
| 10Y | +217.8% | +168.8% | +49.0% | +116.3% |
| All | +217.8% | +174.6% | +43.3% | +116.3% |
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