+24.1%
PFE vs TKO
+1.2%
+22.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | +1.6% | +8.6% | +10.1% |
| 3M | +12.7% | -7.8% | +20.5% | +13.6% |
| 6M | +10.5% | -13.3% | +23.8% | +11.8% |
| YTD | +20.2% | -10.3% | +30.4% | +21.3% |
| 1Y | +24.1% | -0.6% | +24.7% | +24.7% |
| All | +24.1% | +1.2% | +22.9% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling