+750.5%
PBF vs TKO
+291.2%
+459.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +5.3% | +2.3% | +3.0% | +4.9% |
| 30D | +11.7% | -2.5% | +14.2% | +12.1% |
| 3M | +91.1% | -10.6% | +101.7% | +94.6% |
| 6M | +88.4% | -5.1% | +93.5% | +88.8% |
| YTD | +194.1% | -8.2% | +202.3% | +196.3% |
| 1Y | +180.4% | -4.4% | +184.8% | +178.7% |
| 3Y | +59.3% | +100.4% | -41.1% | +29.1% |
| All | +750.5% | +291.2% | +459.3% | +366.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling