+56.8%
PBF vs TKO
+102.0%
-45.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +11.6% | -2.6% | +14.2% | +11.8% |
| 3M | +81.7% | -7.8% | +89.5% | +83.2% |
| 6M | +96.4% | -7.0% | +103.5% | +97.6% |
| YTD | +189.5% | -8.5% | +198.0% | +191.6% |
| 1Y | +180.7% | -1.3% | +182.0% | +177.3% |
| All | +56.8% | +102.0% | -45.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling