+2,146.7%
PPL vs TYL
+14,656.9%
-12,510.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.2% |
| 7D | +1.8% | +17.3% | -15.5% | +0.9% |
| 30D | +8.4% | +28.9% | -20.5% | +6.9% |
| 3M | +2.4% | +35.1% | -32.7% | +0.6% |
| 6M | -4.0% | +29.3% | -33.3% | -5.5% |
| YTD | +4.5% | -6.8% | +11.2% | +4.4% |
| 1Y | +1.7% | -9.9% | +11.6% | +1.8% |
| 3Y | +55.5% | +1.7% | +53.8% | +54.2% |
| 5Y | +47.0% | -21.6% | +68.6% | +47.0% |
| 10Y | +62.4% | +173.5% | -111.1% | +52.2% |
| All | +2,146.7% | +14,656.9% | -12,510.2% | +1,664.7% |
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