+1.1%
PCG vs TKO
+1,446.8%
-1,445.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +2.2% | +2.3% | -0.2% | +1.9% |
| 30D | +0.8% | +13.4% | -12.6% | -0.8% |
| 3M | -23.8% | -1.7% | -22.1% | -23.7% |
| 6M | -19.6% | +7.2% | -26.9% | -20.5% |
| YTD | -16.7% | -5.4% | -11.4% | -16.5% |
| 1Y | -19.4% | +8.7% | -28.1% | -20.6% |
| 3Y | -18.3% | +150.4% | -168.7% | -27.7% |
| 5Y | +10.4% | +276.6% | -266.2% | -8.0% |
| 10Y | -76.1% | +1,134.6% | -1,210.7% | -83.6% |
| All | +1.1% | +1,446.8% | -1,445.8% | -48.9% |
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 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