+422.1%
PWR vs TYL
-22.1%
+444.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +19.1% | -1.6% | +20.6% | +19.3% |
| 30D | -12.0% | +22.1% | -34.1% | -15.5% |
| 3M | -10.6% | +33.4% | -43.9% | -16.1% |
| 6M | -20.8% | +36.8% | -57.6% | -27.2% |
| YTD | +43.7% | -6.7% | +50.4% | +48.1% |
| 1Y | +35.0% | -9.2% | +44.2% | +40.5% |
| 3Y | +249.4% | +1.2% | +248.2% | +231.0% |
| 5Y | +422.1% | -23.0% | +445.1% | +481.0% |
| All | +422.1% | -22.1% | +444.2% | +481.0% |
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 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