+4,025.0%
PNC vs TYL
+12,593.6%
-8,568.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | +1.4% | -3.7% | +5.1% | +1.8% |
| 30D | -3.8% | +18.7% | -22.6% | -5.7% |
| 3M | +9.0% | +18.1% | -9.1% | +6.8% |
| 6M | +16.6% | -1.1% | +17.8% | +16.2% |
| YTD | +20.4% | -19.8% | +40.2% | +22.3% |
| 1Y | +22.3% | -34.3% | +56.7% | +26.8% |
| 3Y | +124.5% | -8.2% | +132.8% | +123.8% |
| 5Y | +54.1% | -25.4% | +79.5% | +55.8% |
| 10Y | +276.3% | +115.6% | +160.7% | +241.3% |
| All | +4,025.0% | +12,593.6% | -8,568.7% | +2,645.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling