+187.8%
TYL vs PNR
+99.2%
+88.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.8% | +0.3% | +0.6% | +0.7% |
| 30D | +21.1% | +31.7% | -10.6% | +9.2% |
| 3M | +28.9% | +2.6% | +26.3% | +27.1% |
| 6M | +42.0% | -6.4% | +48.4% | +43.3% |
| YTD | -6.6% | -33.4% | +26.9% | +6.3% |
| 1Y | -9.1% | -35.1% | +26.0% | +4.4% |
| 3Y | +1.8% | +17.1% | -15.2% | -8.7% |
| 5Y | -22.9% | -3.5% | -19.4% | -28.8% |
| All | +187.8% | +99.2% | +88.6% | +106.2% |
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