+1,865.8%
PWR vs TYL
+174.6%
+1,691.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.6% | +9.9% | +9.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.7% |
| 30D | -16.2% | +26.9% | -43.1% | -21.2% |
| 3M | -11.9% | +33.8% | -45.8% | -18.8% |
| 6M | -20.6% | +28.8% | -49.4% | -27.1% |
| YTD | +40.3% | -7.9% | +48.1% | +40.9% |
| 1Y | +33.0% | -9.8% | +42.8% | +34.5% |
| 3Y | +250.0% | +1.2% | +248.8% | +229.9% |
| 5Y | +404.2% | -22.8% | +427.0% | +408.3% |
| 10Y | +1,865.8% | +168.8% | +1,697.0% | +1,246.2% |
| All | +1,865.8% | +174.6% | +1,691.3% | +1,246.2% |
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