+973.4%
PFG vs TKO
+4,153.8%
-3,180.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -3.1% |
| 7D | +6.0% | +7.2% | -1.2% | +3.4% |
| 30D | +2.2% | +4.7% | -2.5% | +0.3% |
| 3M | +10.4% | -3.2% | +13.6% | +10.9% |
| 6M | +27.8% | -2.9% | +30.6% | +27.7% |
| YTD | +33.6% | -5.8% | +39.5% | +34.6% |
| 1Y | +49.3% | -1.1% | +50.4% | +47.2% |
| 3Y | +69.7% | +111.1% | -41.4% | +23.4% |
| 5Y | +111.3% | +315.6% | -204.2% | +16.1% |
| 10Y | +240.3% | +978.5% | -738.2% | +11.0% |
| All | +973.4% | +4,153.8% | -3,180.4% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling