-21.8%
TYL vs PFGC
+129.7%
-151.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.5% | +1.5% | -0.9% | +0.1% |
| 30D | +25.2% | +17.4% | +7.8% | +19.1% |
| 3M | +31.8% | -2.4% | +34.2% | +32.2% |
| 6M | +36.3% | +18.2% | +18.0% | +29.0% |
| YTD | -6.3% | +23.7% | -29.9% | -14.2% |
| 1Y | -9.5% | +15.0% | -24.4% | -14.8% |
| 3Y | +1.6% | +82.3% | -80.7% | -22.7% |
| 5Y | -21.8% | +131.9% | -153.7% | -48.3% |
| All | -21.8% | +129.7% | -151.5% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling