+97.7%
PRU vs TYL
+183.6%
-85.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.4% |
| 30D | +8.9% | +21.1% | -12.3% | +3.2% |
| 3M | +0.2% | +28.9% | -28.7% | -6.9% |
| 6M | +23.7% | +42.0% | -18.3% | +11.1% |
| YTD | +13.7% | -6.6% | +20.3% | +14.1% |
| 1Y | +20.6% | -9.1% | +29.7% | +21.9% |
| 3Y | +56.3% | +1.8% | +54.5% | +49.9% |
| 5Y | +42.3% | -22.9% | +65.3% | +45.8% |
| All | +97.7% | +183.6% | -85.8% | +26.1% |
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