+168.9%
TYL vs PFG
+195.7%
-26.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | +6.7% | -0.6% | +7.3% | +6.8% |
| 30D | +26.5% | +2.0% | +24.5% | +25.9% |
| 3M | +37.3% | -3.2% | +40.5% | +38.3% |
| 6M | +31.2% | +10.9% | +20.2% | +27.7% |
| YTD | -7.4% | +28.8% | -36.2% | -13.2% |
| 1Y | -9.6% | +39.2% | -48.7% | -16.9% |
| 3Y | +1.9% | +75.0% | -73.1% | -12.4% |
| 5Y | -21.1% | +91.9% | -113.1% | -33.6% |
| All | +168.9% | +195.7% | -26.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling