-9.2%
TYL vs PNR
-36.2%
+27.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | -1.6% | -2.3% | +0.8% | -1.2% |
| 30D | +22.1% | +29.3% | -7.2% | +16.9% |
| 3M | +33.4% | +4.1% | +29.2% | +32.5% |
| 6M | +36.8% | -8.6% | +45.4% | +37.6% |
| YTD | -6.7% | -33.6% | +26.9% | +2.7% |
| 1Y | -9.2% | -36.4% | +27.1% | +1.4% |
| All | -9.2% | -36.2% | +27.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling