+116.6%
TYL vs PFG
+244.0%
-127.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | -3.7% | +5.5% | -9.2% | -5.0% |
| 30D | +18.7% | +2.4% | +16.4% | +17.9% |
| 3M | +18.1% | +13.6% | +4.6% | +14.4% |
| 6M | -1.1% | +27.9% | -29.0% | -7.2% |
| YTD | -19.8% | +35.6% | -55.4% | -25.8% |
| 1Y | -34.3% | +48.5% | -82.8% | -40.7% |
| 3Y | -8.2% | +66.9% | -75.1% | -20.3% |
| 5Y | -25.4% | +111.0% | -136.4% | -38.6% |
| All | +116.6% | +244.0% | -127.4% | +50.4% |
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