+112.0%
PRU vs TYL
+168.7%
-56.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.0% |
| 7D | +2.4% | +6.7% | -4.3% | +0.6% |
| 30D | +6.1% | +26.5% | -20.4% | -0.5% |
| 3M | -0.7% | +37.3% | -38.0% | -9.3% |
| 6M | +22.1% | +31.2% | -9.1% | +12.1% |
| YTD | +9.8% | -7.4% | +17.1% | +10.4% |
| 1Y | +19.4% | -9.6% | +28.9% | +20.8% |
| 3Y | +50.4% | +1.9% | +48.5% | +44.1% |
| 5Y | +37.2% | -21.1% | +58.3% | +39.2% |
| All | +112.0% | +168.7% | -56.6% | +37.7% |
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 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