+2,090.1%
PPL vs TYL
+12,593.6%
-10,503.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | +2.7% | -3.7% | +6.3% | +2.9% |
| 30D | +0.5% | +18.7% | -18.3% | -0.5% |
| 3M | +0.7% | +18.1% | -17.5% | -0.4% |
| 6M | -7.6% | -1.1% | -6.5% | -7.7% |
| YTD | +1.8% | -19.8% | +21.6% | +2.6% |
| 1Y | -0.8% | -34.3% | +33.6% | +1.1% |
| 3Y | +56.9% | -8.2% | +65.1% | +56.5% |
| 5Y | +39.5% | -25.4% | +64.9% | +40.0% |
| 10Y | +55.4% | +115.6% | -60.2% | +47.5% |
| All | +2,090.1% | +12,593.6% | -10,503.6% | +1,635.7% |
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