+21.0%
PFE vs TKO
+154.2%
-133.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | +0.3% | +13.4% | -13.0% | -0.7% |
| 3M | +9.4% | -1.7% | +11.1% | +9.4% |
| 6M | +14.9% | +7.2% | +7.7% | +14.1% |
| YTD | +23.8% | -5.4% | +29.2% | +23.9% |
| 1Y | +19.5% | +8.7% | +10.8% | +18.5% |
| 3Y | +21.0% | +150.4% | -129.4% | +14.6% |
| All | +21.0% | +154.2% | -133.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling