+104.0%
TYL vs PPG
+23.8%
+80.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.7% |
| 7D | -8.6% | -3.7% | -4.9% | -7.5% |
| 30D | +7.5% | -7.2% | +14.8% | +10.2% |
| 3M | +10.9% | -7.3% | +18.3% | +13.3% |
| 6M | -6.7% | +0.3% | -7.0% | -8.0% |
| YTD | -24.5% | +6.5% | -31.0% | -27.8% |
| 1Y | -38.6% | +0.5% | -39.2% | -40.1% |
| 3Y | -12.6% | -15.3% | +2.7% | -10.6% |
| 5Y | -28.2% | -22.9% | -5.3% | -25.7% |
| 10Y | +104.0% | +28.4% | +75.6% | +79.5% |
| All | +104.0% | +23.8% | +80.2% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling