+14,525.8%
TYL vs PPG
+3,097.8%
+11,428.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.5% | -1.2% | +1.8% | +0.9% |
| 30D | +25.2% | +21.2% | +4.0% | +16.4% |
| 3M | +31.8% | +8.2% | +23.5% | +27.7% |
| 6M | +36.3% | +17.2% | +19.1% | +27.5% |
| YTD | -6.3% | +25.0% | -31.2% | -15.8% |
| 1Y | -9.5% | +33.5% | -43.0% | -20.7% |
| 3Y | +1.6% | +4.2% | -2.5% | -3.7% |
| 5Y | -21.8% | -12.7% | -9.1% | -21.5% |
| 10Y | +183.3% | +58.0% | +125.3% | +115.7% |
| All | +14,525.8% | +3,097.8% | +11,428.0% | +4,117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling