+243.8%
PFG vs TKO
+989.7%
-745.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.4% | +2.3% | -2.7% | -1.1% |
| 30D | +2.9% | -2.5% | +5.4% | +3.3% |
| 3M | +6.7% | -10.6% | +17.3% | +9.3% |
| 6M | +33.8% | -5.1% | +38.8% | +34.6% |
| YTD | +35.0% | -8.2% | +43.2% | +36.6% |
| 1Y | +46.4% | -4.4% | +50.8% | +46.4% |
| 3Y | +71.7% | +100.4% | -28.7% | +39.6% |
| 5Y | +113.7% | +294.3% | -180.6% | +41.5% |
| All | +243.8% | +989.7% | -745.9% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling