+1.2%
TYL vs PPG
+3.3%
-2.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +26.9% | +20.5% | +6.4% | +22.2% |
| 3M | +33.8% | +5.3% | +28.5% | +32.2% |
| 6M | +28.8% | +15.8% | +13.1% | +24.9% |
| YTD | -7.9% | +24.6% | -32.5% | -14.2% |
| 1Y | -9.8% | +33.6% | -43.4% | -18.1% |
| 3Y | +1.2% | +5.0% | -3.8% | -3.0% |
| All | +1.2% | +3.3% | -2.1% | -3.0% |
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