+54.4%
PRU vs TYL
+5.0%
+49.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.6% |
| 7D | +4.8% | +15.1% | -10.3% | +2.4% |
| 30D | +7.9% | +30.1% | -22.2% | +3.3% |
| 3M | +3.1% | +40.4% | -37.3% | -2.6% |
| 6M | +25.2% | +31.3% | -6.1% | +19.2% |
| YTD | +12.7% | -5.2% | +17.9% | +14.3% |
| 1Y | +23.5% | -6.6% | +30.1% | +25.5% |
| All | +54.4% | +5.0% | +49.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling