+11,855.1%
TYL vs PNR
+3,553.7%
+8,301.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.8% | -3.7% |
| 7D | -7.6% | -3.0% | -4.6% | -6.7% |
| 30D | +11.3% | -14.9% | +26.2% | +16.9% |
| 3M | +14.5% | -19.0% | +33.5% | +21.2% |
| 6M | -7.1% | -35.9% | +28.8% | +5.0% |
| YTD | -23.4% | -43.1% | +19.8% | -10.3% |
| 1Y | -38.6% | -46.4% | +7.8% | -26.8% |
| 3Y | -11.3% | -10.8% | -0.5% | -10.8% |
| 5Y | -28.0% | -18.9% | -9.1% | -26.0% |
| 10Y | +104.9% | +64.4% | +40.4% | +64.2% |
| All | +11,855.1% | +3,553.7% | +8,301.4% | +4,690.3% |
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 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