+721.1%
PEP vs TKO
+1,439.7%
-718.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.2% |
| 7D | +0.1% | +7.2% | -7.1% | -0.4% |
| 30D | +0.7% | +4.7% | -4.0% | +0.3% |
| 3M | -0.5% | -3.2% | +2.7% | -0.4% |
| 6M | -11.3% | -2.9% | -8.4% | -11.3% |
| YTD | -0.6% | -5.8% | +5.2% | -0.4% |
| 1Y | +1.7% | -1.1% | +2.7% | +1.4% |
| 3Y | -12.5% | +111.1% | -123.6% | -18.4% |
| 5Y | +3.9% | +315.6% | -311.7% | -8.9% |
| 10Y | +76.6% | +978.5% | -901.9% | +42.2% |
| All | +721.1% | +1,439.7% | -718.6% | +496.0% |
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