+1,827.1%
PWR vs TYL
+168.7%
+1,658.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.5% | +6.7% |
| 7D | -12.9% | +6.7% | -19.5% | -14.3% |
| 30D | -22.8% | +26.5% | -49.4% | -27.4% |
| 3M | -19.0% | +37.3% | -56.3% | -25.8% |
| 6M | -31.1% | +31.2% | -62.3% | -37.1% |
| YTD | +28.3% | -7.4% | +35.6% | +28.8% |
| 1Y | +22.2% | -9.6% | +31.8% | +23.6% |
| 3Y | +222.2% | +1.9% | +220.3% | +203.2% |
| 5Y | +364.2% | -21.1% | +385.3% | +365.2% |
| All | +1,827.1% | +168.7% | +1,658.4% | +1,219.0% |
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