-10.0%
TYL vs PFG
+43.7%
-53.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -2.2% |
| 7D | +3.5% | +2.3% | +1.2% | +2.4% |
| 30D | +26.9% | +7.6% | +19.3% | +22.7% |
| 3M | +33.8% | +2.5% | +31.3% | +32.1% |
| 6M | +28.8% | +16.6% | +12.2% | +20.5% |
| YTD | -7.9% | +34.1% | -41.9% | -17.9% |
| All | -10.0% | +43.7% | -53.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling