-22.4%
TYL vs PNR
-2.8%
-19.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.3% |
| 7D | +6.7% | +2.8% | +3.9% | +5.3% |
| 30D | +26.5% | +31.2% | -4.6% | +11.7% |
| 3M | +37.3% | -2.1% | +39.4% | +37.9% |
| 6M | +31.2% | -14.0% | +45.1% | +38.3% |
| YTD | -7.4% | -33.6% | +26.3% | +9.9% |
| 1Y | -9.6% | -35.2% | +25.6% | +8.5% |
| 3Y | +1.9% | +15.8% | -13.9% | -16.7% |
| All | -22.4% | -2.8% | -19.6% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling