+11,719.2%
TYL vs PFG
+1,015.3%
+10,703.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 3M | +18.1% | +13.6% | +4.6% | +14.5% |
| 6M | -1.1% | +27.9% | -29.0% | -7.0% |
| YTD | -19.8% | +35.6% | -55.4% | -25.6% |
| 1Y | -34.3% | +48.5% | -82.8% | -40.5% |
| 3Y | -8.2% | +66.9% | -75.1% | -19.8% |
| 5Y | -25.4% | +111.0% | -136.4% | -38.7% |
| 10Y | +115.6% | +244.5% | -128.9% | +47.9% |
| All | +11,719.2% | +1,015.3% | +10,703.9% | +4,668.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling