+285.5%
PFGC vs TKO
+989.7%
-704.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -4.8% | +2.3% | -7.1% | -5.6% |
| 30D | -12.5% | -2.5% | -10.1% | -12.0% |
| 3M | -9.7% | -10.6% | +0.9% | -6.7% |
| 6M | +7.0% | -5.1% | +12.1% | +8.0% |
| YTD | +4.5% | -8.2% | +12.7% | +6.1% |
| 1Y | -11.6% | -4.4% | -7.1% | -11.8% |
| 3Y | +58.5% | +100.4% | -41.9% | +16.6% |
| 5Y | +112.6% | +294.3% | -181.7% | +15.1% |
| All | +285.5% | +989.7% | -704.2% | +67.7% |
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