-21.8%
TYL vs PFG
+99.5%
-121.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +0.5% | -2.2% | +2.8% | +1.4% |
| 30D | +25.2% | +6.4% | +18.8% | +21.9% |
| 3M | +31.8% | +2.2% | +29.5% | +30.2% |
| 6M | +36.3% | +16.3% | +20.0% | +27.9% |
| YTD | -6.3% | +33.2% | -39.5% | -16.9% |
| 1Y | -9.5% | +40.6% | -50.1% | -21.5% |
| 3Y | +1.6% | +83.3% | -81.7% | -23.9% |
| 5Y | -21.8% | +97.7% | -119.5% | -45.3% |
| All | -21.8% | +99.5% | -121.3% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling