+4,598.7%
PCAR vs TKO
+1,479.1%
+3,119.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | +3.1% | -0.9% | +1.5% |
| 30D | +0.3% | +15.0% | -14.7% | -2.5% |
| 3M | -17.9% | +2.9% | -20.8% | -18.6% |
| 6M | -3.4% | +9.0% | -12.4% | -5.7% |
| YTD | -0.1% | -3.4% | +3.3% | -0.2% |
| 1Y | +13.4% | +12.8% | +0.6% | +9.5% |
| 3Y | +37.2% | +158.0% | -120.8% | +9.3% |
| 5Y | +117.3% | +285.4% | -168.0% | +55.5% |
| 10Y | +295.0% | +1,160.4% | -865.4% | +101.9% |
| All | +4,598.7% | +1,479.1% | +3,119.5% | +1,569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling