+87.0%
PR vs TYL
-10.1%
+97.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.7% | -11.2% | -6.4% |
| 7D | -12.1% | +17.3% | -29.4% | -12.0% |
| 30D | +0.9% | +28.9% | -28.0% | +0.8% |
| 3M | +10.1% | +35.1% | -24.9% | +10.2% |
| 6M | +1.1% | +29.3% | -28.2% | +1.6% |
| YTD | +63.7% | -6.8% | +70.4% | +63.5% |
| 1Y | +87.0% | -9.9% | +96.9% | +89.7% |
| All | +87.0% | -10.1% | +97.1% | +89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling