+2,348.3%
PWR vs TYL
+115.8%
+2,232.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.7% |
| 7D | +3.6% | -3.7% | +7.3% | +4.5% |
| 30D | -8.6% | +18.7% | -27.3% | -12.7% |
| 3M | -13.2% | +18.1% | -31.3% | -17.9% |
| 6M | +9.9% | -1.1% | +11.0% | +8.3% |
| YTD | +48.0% | -19.8% | +67.8% | +54.8% |
| 1Y | +66.2% | -34.3% | +100.5% | +86.2% |
| 3Y | +195.1% | -8.2% | +203.3% | +184.9% |
| 5Y | +442.6% | -25.4% | +468.0% | +451.4% |
| All | +2,348.3% | +115.8% | +2,232.5% | +1,736.8% |
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 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