+48.5%
PRU vs TYL
-25.2%
+73.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.1% |
| 7D | +1.9% | -3.7% | +5.5% | +2.7% |
| 30D | +2.7% | +18.7% | -16.0% | -1.2% |
| 3M | +19.5% | +18.1% | +1.3% | +14.6% |
| 6M | +26.6% | -1.1% | +27.8% | +26.1% |
| YTD | +12.3% | -19.8% | +32.1% | +17.3% |
| 1Y | +18.0% | -34.3% | +52.4% | +29.8% |
| 3Y | +47.0% | -8.2% | +55.2% | +46.1% |
| All | +48.5% | -25.2% | +73.7% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling