+115.4%
TYL vs PFGC
+283.5%
-168.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -3.7% | -2.2% | -1.5% | -3.4% |
| 30D | +18.7% | -11.9% | +30.7% | +20.7% |
| 3M | +18.1% | +5.0% | +13.1% | +17.4% |
| 6M | -1.1% | +8.6% | -9.7% | -2.4% |
| YTD | -19.8% | +9.7% | -29.5% | -21.4% |
| 1Y | -34.3% | -6.3% | -28.0% | -34.2% |
| 3Y | -8.2% | +58.2% | -66.4% | -14.9% |
| 5Y | -25.4% | +110.4% | -135.9% | -33.6% |
| All | +115.4% | +283.5% | -168.0% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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