+362.4%
PCAR vs TKO
+989.7%
-627.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.0% |
| 30D | -6.4% | -2.5% | -3.9% | -6.1% |
| 3M | +4.7% | -10.6% | +15.3% | +6.5% |
| 6M | +4.5% | -5.1% | +9.6% | +5.0% |
| YTD | +13.0% | -8.2% | +21.2% | +14.0% |
| 1Y | +23.6% | -4.4% | +28.0% | +23.5% |
| 3Y | +60.7% | +100.4% | -39.6% | +37.3% |
| 5Y | +164.5% | +294.3% | -129.8% | +94.2% |
| All | +362.4% | +989.7% | -627.2% | +136.8% |
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