+72.9%
PBR vs TKO
+5.6%
+67.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.4% | -10.3% | -6.8% |
| 7D | -11.0% | +11.3% | -22.3% | -10.8% |
| 30D | -18.8% | +9.3% | -28.1% | -18.6% |
| 3M | +7.8% | +5.3% | +2.5% | +7.9% |
| 6M | -7.6% | +4.9% | -12.4% | -7.3% |
| YTD | +72.7% | -6.3% | +79.0% | +72.2% |
| 1Y | +72.9% | +4.9% | +68.0% | +71.3% |
| All | +72.9% | +5.6% | +67.3% | +71.3% |
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 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