+180.8%
TYL vs PFGC
+366.4%
-185.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +4.3% | +15.0% | -10.7% | +2.3% |
| 30D | +28.0% | +17.0% | +11.0% | +25.3% |
| 3M | +32.3% | -2.5% | +34.8% | +32.5% |
| 6M | +29.9% | +19.2% | +10.7% | +26.7% |
| YTD | -7.1% | +23.4% | -30.6% | -10.4% |
| 1Y | -9.2% | +13.9% | -23.1% | -11.5% |
| 3Y | +0.7% | +82.0% | -81.3% | -8.4% |
| 5Y | -21.1% | +128.7% | -149.7% | -30.6% |
| 10Y | +180.8% | +361.5% | -180.7% | +127.0% |
| All | +180.8% | +366.4% | -185.6% | +127.0% |
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