+137.1%
PNC vs TYL
-6.4%
+143.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.7% |
| 7D | +1.4% | -3.7% | +5.1% | +1.9% |
| 30D | -3.8% | +18.7% | -22.6% | -6.3% |
| 3M | +9.0% | +18.1% | -9.1% | +6.0% |
| 6M | +16.6% | -1.1% | +17.8% | +16.7% |
| YTD | +20.4% | -19.8% | +40.2% | +26.1% |
| 1Y | +22.3% | -34.3% | +56.7% | +35.3% |
| All | +137.1% | -6.4% | +143.5% | +126.3% |
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 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