-7.2%
TYL vs PFGC
+60.5%
-67.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.5% |
| 3M | +18.1% | +5.0% | +13.1% | +17.8% |
| 6M | -1.1% | +8.6% | -9.7% | -1.9% |
| YTD | -19.8% | +9.7% | -29.5% | -21.5% |
| 1Y | -34.3% | -6.3% | -28.0% | -32.7% |
| All | -7.2% | +60.5% | -67.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling