+59.2%
PFGC vs TKO
+102.0%
-42.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -4.8% | +0.1% | -5.0% | -4.9% |
| 30D | -17.2% | -2.6% | -14.6% | -16.9% |
| 3M | -6.3% | -7.8% | +1.4% | -5.3% |
| 6M | +8.8% | -7.0% | +15.9% | +9.7% |
| YTD | +4.9% | -8.5% | +13.5% | +5.9% |
| 1Y | -9.5% | -1.3% | -8.2% | -10.0% |
| All | +59.2% | +102.0% | -42.8% | +45.5% |
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 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