+4,534.8%
PCAR vs TKO
+1,446.8%
+3,088.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.4% |
| 30D | -1.4% | +13.4% | -14.8% | -4.0% |
| 3M | -18.1% | -1.7% | -16.4% | -18.0% |
| 6M | -4.0% | +7.2% | -11.2% | -6.0% |
| YTD | -1.5% | -5.4% | +3.9% | -1.2% |
| 1Y | +13.2% | +8.7% | +4.5% | +10.1% |
| 3Y | +35.8% | +150.4% | -114.6% | +8.9% |
| 5Y | +114.6% | +276.6% | -162.0% | +54.3% |
| 10Y | +289.6% | +1,134.6% | -845.0% | +100.0% |
| All | +4,534.8% | +1,446.8% | +3,088.0% | +1,553.8% |
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 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