+14,273.5%
TYL vs PNR
+4,296.9%
+9,976.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.5% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +26.9% | +34.4% | -7.6% | +15.5% |
| 3M | +33.8% | +2.4% | +31.4% | +32.2% |
| 6M | +28.8% | -7.8% | +36.6% | +30.4% |
| YTD | -7.9% | -31.6% | +23.7% | +1.5% |
| 1Y | -9.8% | -33.6% | +23.9% | +0.3% |
| 3Y | +1.2% | +19.9% | -18.7% | -7.4% |
| 5Y | -22.8% | +0.8% | -23.6% | -26.0% |
| 10Y | +168.8% | +113.4% | +55.4% | +98.6% |
| All | +14,273.5% | +4,296.9% | +9,976.6% | +5,318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling