+662.0%
PBR vs TKO
+989.7%
-327.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.4% | +2.3% | +3.1% | +4.8% |
| 30D | +22.9% | -2.5% | +25.3% | +23.4% |
| 3M | +19.6% | -10.6% | +30.2% | +22.3% |
| 6M | +16.5% | -5.1% | +21.5% | +17.0% |
| YTD | +86.7% | -8.2% | +94.9% | +88.3% |
| 1Y | +74.7% | -4.4% | +79.2% | +74.0% |
| 3Y | +102.6% | +100.4% | +2.2% | +62.3% |
| 5Y | +566.6% | +294.3% | +272.3% | +329.8% |
| All | +662.0% | +989.7% | -327.6% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling