-34.3%
TYL vs PPG
+5.2%
-39.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.1% |
| 7D | -3.7% | -1.5% | -2.2% | -3.6% |
| 30D | +18.7% | -5.0% | +23.7% | +18.9% |
| 3M | +18.1% | +1.1% | +17.0% | +18.6% |
| 6M | -1.1% | -3.2% | +2.0% | +1.3% |
| YTD | -19.8% | +11.9% | -31.7% | -24.8% |
| 1Y | -34.3% | +5.3% | -39.6% | -35.4% |
| All | -34.3% | +5.2% | -39.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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