-11.1%
PCG vs TKO
+104.9%
-115.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +3.1% |
| 7D | +5.4% | +7.2% | -1.8% | +4.6% |
| 30D | -15.1% | +4.7% | -19.8% | -15.6% |
| 3M | -9.8% | -3.2% | -6.6% | -9.6% |
| 6M | -18.0% | -2.9% | -15.1% | -18.0% |
| YTD | -7.2% | -5.8% | -1.4% | -7.0% |
| 1Y | +2.9% | -1.1% | +3.9% | +2.5% |
| 3Y | -11.1% | +111.1% | -122.2% | -15.9% |
| All | -11.1% | +104.9% | -115.9% | -15.9% |
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