-22.4%
TYL vs PFGC
+121.6%
-144.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | +6.7% | +8.5% | -1.9% | +3.9% |
| 30D | +26.5% | +15.0% | +11.5% | +21.3% |
| 3M | +37.3% | -6.2% | +43.5% | +39.4% |
| 6M | +31.2% | +15.7% | +15.4% | +25.0% |
| YTD | -7.4% | +19.6% | -26.9% | -14.2% |
| 1Y | -9.6% | +13.2% | -22.8% | -14.6% |
| 3Y | +1.9% | +77.0% | -75.1% | -21.5% |
| All | -22.4% | +121.6% | -144.0% | -48.1% |
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