-75.9%
PCG vs TKO
+985.8%
-1,061.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -18.9% | -2.6% | -16.3% | -18.7% |
| 3M | -15.8% | -7.8% | -8.1% | -15.2% |
| 6M | -22.6% | -7.0% | -15.5% | -22.1% |
| YTD | -12.2% | -8.5% | -3.6% | -11.6% |
| 1Y | -7.1% | -1.3% | -5.8% | -7.4% |
| 3Y | -15.8% | +105.0% | -120.8% | -23.3% |
| 5Y | +53.3% | +292.9% | -239.6% | +28.9% |
| All | -75.9% | +985.8% | -1,061.7% | -80.6% |
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 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