-28.0%
TYL vs PPG
-18.4%
-9.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.5% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | +11.3% | -7.8% | +19.1% | +14.8% |
| 3M | +14.5% | -2.2% | +16.7% | +14.9% |
| 6M | -7.1% | +4.1% | -11.3% | -10.2% |
| YTD | -23.4% | +9.1% | -32.5% | -28.5% |
| 1Y | -38.6% | +1.0% | -39.5% | -40.5% |
| 3Y | -11.3% | -13.3% | +2.0% | -9.3% |
| 5Y | -28.0% | -19.2% | -8.8% | -26.7% |
| All | -28.0% | -18.4% | -9.6% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling