+343.4%
PBF vs TKO
+2,956.0%
-2,612.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +15.8% | +0.9% | +15.0% | +15.4% |
| 3M | +90.3% | -6.2% | +96.4% | +92.5% |
| 6M | +102.8% | -5.6% | +108.4% | +103.3% |
| YTD | +187.3% | -7.8% | +195.2% | +189.3% |
| 1Y | +161.8% | -1.2% | +163.1% | +157.3% |
| 3Y | +55.5% | +106.5% | -51.0% | +21.3% |
| 5Y | +801.9% | +310.4% | +491.5% | +463.1% |
| 10Y | +362.2% | +987.5% | -625.3% | +148.6% |
| All | +343.4% | +2,956.0% | -2,612.7% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling