+287.1%
PCAR vs TKO
+1,121.1%
-834.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.5% |
| 30D | -1.4% | +13.4% | -14.8% | -3.6% |
| 3M | -18.1% | -1.7% | -16.4% | -18.0% |
| 6M | -4.0% | +7.2% | -11.2% | -5.8% |
| YTD | -1.5% | -5.4% | +3.9% | -1.2% |
| 1Y | +13.2% | +8.7% | +4.5% | +10.5% |
| 3Y | +35.8% | +150.4% | -114.6% | +11.6% |
| 5Y | +114.6% | +276.6% | -162.0% | +59.3% |
| All | +287.1% | +1,121.1% | -834.0% | +92.4% |
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