+40.9%
PRU vs TYL
-20.5%
+61.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | +4.8% | +15.1% | -10.3% | +1.6% |
| 30D | +7.9% | +30.1% | -22.2% | +1.8% |
| 3M | +3.1% | +40.4% | -37.3% | -4.6% |
| 6M | +25.2% | +31.3% | -6.1% | +17.0% |
| YTD | +12.7% | -5.2% | +17.9% | +13.3% |
| 1Y | +23.5% | -6.6% | +30.1% | +24.5% |
| 3Y | +50.6% | +3.4% | +47.2% | +46.2% |
| 5Y | +40.9% | -19.3% | +60.1% | +38.9% |
| All | +40.9% | -20.5% | +61.4% | +38.9% |
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