-22.8%
TYL vs PPG
-14.3%
-8.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.5% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | +26.9% | +20.5% | +6.4% | +17.8% |
| 3M | +33.8% | +5.3% | +28.5% | +30.8% |
| 6M | +28.8% | +15.8% | +13.1% | +20.5% |
| YTD | -7.9% | +24.6% | -32.5% | -18.7% |
| 1Y | -9.8% | +33.6% | -43.4% | -23.1% |
| 3Y | +1.2% | +5.0% | -3.8% | -5.1% |
| 5Y | -22.8% | -14.0% | -8.8% | -22.0% |
| All | -22.8% | -14.3% | -8.5% | -22.0% |
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 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