+180.8%
TYL vs PFG
+195.4%
-14.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.3% | +3.0% | +1.4% | +3.5% |
| 30D | +28.0% | +8.2% | +19.8% | +25.3% |
| 3M | +32.3% | +2.7% | +29.6% | +31.3% |
| 6M | +29.9% | +17.2% | +12.7% | +24.6% |
| YTD | -7.1% | +34.8% | -41.9% | -14.0% |
| 1Y | -9.2% | +43.6% | -52.8% | -17.3% |
| 3Y | +0.7% | +85.4% | -84.7% | -14.8% |
| 5Y | -21.1% | +102.2% | -123.2% | -34.5% |
| 10Y | +180.8% | +190.2% | -9.4% | +108.4% |
| All | +180.8% | +195.4% | -14.6% | +108.4% |
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