+74.7%
PBR vs TKO
-1.0%
+75.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +5.4% | +2.3% | +3.1% | +5.4% |
| 30D | +22.9% | -2.5% | +25.3% | +22.7% |
| 3M | +19.6% | -10.6% | +30.2% | +19.6% |
| 6M | +16.5% | -5.1% | +21.5% | +16.7% |
| YTD | +86.7% | -8.2% | +94.9% | +86.3% |
| 1Y | +74.7% | -4.4% | +79.2% | +73.5% |
| All | +74.7% | -1.0% | +75.7% | +73.5% |
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