+271.4%
PNC vs TYL
+106.7%
+164.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.1% |
| 7D | +2.3% | -7.6% | +9.9% | +4.4% |
| 30D | -3.8% | +11.3% | -15.1% | -6.8% |
| 3M | +7.8% | +14.5% | -6.7% | +3.0% |
| 6M | +19.7% | -7.1% | +26.8% | +20.8% |
| YTD | +19.1% | -23.4% | +42.5% | +26.2% |
| 1Y | +23.1% | -38.6% | +61.7% | +39.6% |
| 3Y | +132.1% | -11.3% | +143.4% | +129.3% |
| 5Y | +52.2% | -28.0% | +80.2% | +55.8% |
| 10Y | +271.4% | +104.9% | +166.6% | +176.0% |
| All | +271.4% | +106.7% | +164.8% | +176.0% |
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