+19.5%
PFE vs TKO
+9.5%
+10.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.0% |
| 30D | +0.3% | +13.4% | -13.0% | -1.2% |
| 3M | +9.4% | -1.7% | +11.1% | +9.4% |
| 6M | +14.9% | +7.2% | +7.7% | +13.6% |
| YTD | +23.8% | -5.4% | +29.2% | +24.4% |
| 1Y | +19.5% | +8.7% | +10.8% | +15.5% |
| All | +19.5% | +9.5% | +10.1% | +15.5% |
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