+104.0%
TYL vs PNR
+63.0%
+41.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | -8.6% | -3.9% | -4.7% | -7.3% |
| 30D | +7.5% | -13.8% | +21.3% | +13.4% |
| 3M | +10.9% | -22.5% | +33.5% | +20.5% |
| 6M | -6.7% | -37.2% | +30.4% | +8.6% |
| YTD | -24.5% | -44.2% | +19.7% | -8.2% |
| 1Y | -38.6% | -46.6% | +8.0% | -24.2% |
| 3Y | -12.6% | -12.5% | -0.1% | -12.3% |
| 5Y | -28.2% | -19.3% | -8.9% | -28.9% |
| 10Y | +104.0% | +67.5% | +36.5% | +62.3% |
| All | +104.0% | +63.0% | +41.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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