+12.2%
PCAR vs TKO
+5.6%
+6.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.7% | +3.6% |
| 7D | +3.7% | +11.3% | -7.6% | +2.3% |
| 30D | -2.9% | +9.3% | -12.2% | -4.0% |
| 3M | -21.7% | +5.3% | -27.0% | -22.4% |
| 6M | -6.6% | +4.9% | -11.5% | -8.2% |
| YTD | -2.2% | -6.3% | +4.1% | -1.9% |
| 1Y | +12.2% | +4.9% | +7.3% | +11.6% |
| All | +12.2% | +5.6% | +6.6% | +11.6% |
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 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