+1,874.2%
PWR vs TYL
+185.3%
+1,689.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.1% |
| 7D | +4.7% | +0.5% | +4.2% | +4.5% |
| 30D | -12.5% | +25.2% | -37.7% | -17.4% |
| 3M | -9.3% | +31.8% | -41.1% | -16.0% |
| 6M | -22.2% | +36.3% | -58.4% | -29.7% |
| YTD | +44.2% | -6.3% | +50.4% | +44.3% |
| 1Y | +35.5% | -9.5% | +45.0% | +37.3% |
| 3Y | +250.4% | +1.6% | +248.8% | +230.6% |
| 5Y | +425.6% | -21.8% | +447.4% | +428.8% |
| 10Y | +1,874.2% | +183.3% | +1,690.9% | +1,244.4% |
| All | +1,874.2% | +185.3% | +1,689.0% | +1,244.4% |
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