+111.0%
PBF vs TKO
+5.6%
+105.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.0% | -6.2% |
| 7D | -0.9% | +11.3% | -12.2% | +0.6% |
| 30D | -13.7% | +9.3% | -23.0% | -12.6% |
| 3M | +10.6% | +5.3% | +5.3% | +11.5% |
| 6M | +61.2% | +4.9% | +56.3% | +63.6% |
| YTD | +172.7% | -6.3% | +179.0% | +173.3% |
| 1Y | +111.0% | +4.9% | +106.1% | +111.5% |
| All | +111.0% | +5.6% | +105.4% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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