+14,355.3%
TYL vs PNR
+4,166.7%
+10,188.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.6% |
| 7D | +6.7% | +2.8% | +3.9% | +5.7% |
| 30D | +26.5% | +31.2% | -4.6% | +16.1% |
| 3M | +37.3% | -2.1% | +39.4% | +37.4% |
| 6M | +31.2% | -14.0% | +45.1% | +35.6% |
| YTD | -7.4% | -33.6% | +26.3% | +3.0% |
| 1Y | -9.6% | -35.2% | +25.6% | +1.2% |
| 3Y | +1.9% | +15.8% | -13.9% | -5.7% |
| 5Y | -21.1% | -1.8% | -19.3% | -23.8% |
| 10Y | +171.8% | +117.0% | +54.8% | +100.0% |
| All | +14,355.3% | +4,166.7% | +10,188.7% | +5,400.2% |
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 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