+3.2%
PEP vs TKO
+306.8%
-303.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +0.3% | +0.9% | -0.6% | +0.2% |
| 3M | -3.2% | -6.2% | +2.9% | -3.0% |
| 6M | -13.6% | -5.6% | -8.0% | -13.4% |
| YTD | -1.9% | -7.8% | +6.0% | -1.6% |
| 1Y | -0.6% | -1.2% | +0.6% | -0.7% |
| 3Y | -13.6% | +106.5% | -120.1% | -17.8% |
| 5Y | +3.2% | +310.4% | -307.1% | -8.3% |
| All | +3.2% | +306.8% | -303.6% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling