+2,164.3%
PPL vs TYL
+14,906.9%
-12,742.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +1.0% | +15.1% | -14.1% | +0.2% |
| 30D | +6.8% | +30.1% | -23.2% | +5.3% |
| 3M | +3.9% | +40.4% | -36.5% | +1.8% |
| 6M | -2.0% | +31.3% | -33.3% | -3.7% |
| YTD | +5.3% | -5.2% | +10.5% | +5.1% |
| 1Y | +2.2% | -6.6% | +8.8% | +2.1% |
| 3Y | +56.7% | +3.4% | +53.3% | +55.2% |
| 5Y | +49.1% | -19.3% | +68.3% | +48.8% |
| 10Y | +63.6% | +178.1% | -114.5% | +53.2% |
| All | +2,164.3% | +14,906.9% | -12,742.6% | +1,676.9% |
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