+12,412.3%
TYL vs PPG
+2,762.5%
+9,649.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.6% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | +18.7% | -5.0% | +23.7% | +20.8% |
| 3M | +18.1% | +1.1% | +17.0% | +17.1% |
| 6M | -1.1% | -3.2% | +2.0% | -1.6% |
| YTD | -19.8% | +11.9% | -31.7% | -24.8% |
| 1Y | -34.3% | +5.3% | -39.6% | -37.0% |
| 3Y | -8.2% | -15.0% | +6.8% | -6.1% |
| 5Y | -25.4% | -19.6% | -5.8% | -22.8% |
| 10Y | +115.6% | +27.0% | +88.5% | +77.8% |
| All | +12,412.3% | +2,762.5% | +9,649.8% | +3,664.8% |
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