-9.1%
TYL vs PFGC
+15.6%
-24.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +0.8% | +3.4% | -2.6% | +1.0% |
| 30D | +21.1% | +16.9% | +4.2% | +22.1% |
| 3M | +28.9% | +6.4% | +22.5% | +27.7% |
| 6M | +42.0% | +16.0% | +26.0% | +46.2% |
| YTD | -6.6% | +23.6% | -30.2% | -3.4% |
| 1Y | -9.1% | +16.6% | -25.7% | -3.9% |
| All | -9.1% | +15.6% | -24.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling