-21.4%
PFE vs TKO
+306.8%
-328.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.1% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | +2.7% | +0.9% | +1.8% | +2.6% |
| 3M | +10.0% | -6.2% | +16.2% | +10.4% |
| 6M | +7.2% | -5.6% | +12.8% | +7.4% |
| YTD | +17.3% | -7.8% | +25.2% | +17.7% |
| 1Y | +20.3% | -1.2% | +21.5% | +20.1% |
| 3Y | -1.6% | +106.5% | -108.1% | -5.7% |
| 5Y | -21.4% | +310.4% | -331.7% | -20.5% |
| All | -21.4% | +306.8% | -328.2% | -20.5% |
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 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