-18.3%
PCG vs TKO
+154.2%
-172.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.2% | +2.3% | -0.2% | +1.8% |
| 30D | +0.8% | +13.4% | -12.6% | -0.9% |
| 3M | -23.8% | -1.7% | -22.1% | -23.7% |
| 6M | -19.6% | +7.2% | -26.9% | -20.7% |
| YTD | -16.7% | -5.4% | -11.4% | -16.6% |
| 1Y | -19.4% | +8.7% | -28.1% | -20.7% |
| 3Y | -18.3% | +150.4% | -168.7% | -22.7% |
| All | -18.3% | +154.2% | -172.5% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling