+65.2%
PR vs TYL
+168.7%
-103.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | -16.4% | +6.7% | -23.1% | -17.3% |
| 30D | -1.9% | +26.5% | -28.4% | -5.5% |
| 3M | +8.0% | +37.3% | -29.3% | +2.6% |
| 6M | +4.1% | +31.2% | -27.1% | -0.9% |
| YTD | +58.7% | -7.4% | +66.1% | +59.2% |
| 1Y | +75.8% | -9.6% | +85.4% | +77.1% |
| 3Y | +73.2% | +1.9% | +71.3% | +70.2% |
| 5Y | +230.1% | -21.1% | +251.2% | +221.0% |
| All | +65.2% | +168.7% | -103.5% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling