-6.9%
TYL vs PPG
-11.7%
+4.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | +18.7% | -5.0% | +23.7% | +20.0% |
| 3M | +18.1% | +1.1% | +17.0% | +17.7% |
| 6M | -1.1% | -3.2% | +2.0% | -0.3% |
| YTD | -19.8% | +11.9% | -31.7% | -23.9% |
| 1Y | -34.3% | +5.3% | -39.6% | -36.3% |
| All | -6.9% | -11.7% | +4.8% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling