+107.2%
PFGC vs TKO
+291.2%
-184.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | +2.3% | -7.1% | -5.3% |
| 30D | -12.5% | -2.5% | -10.1% | -12.1% |
| 3M | -9.7% | -10.6% | +0.9% | -7.5% |
| 6M | +7.0% | -5.1% | +12.1% | +7.8% |
| YTD | +4.5% | -8.2% | +12.7% | +5.7% |
| 1Y | -11.6% | -4.4% | -7.1% | -11.7% |
| 3Y | +58.5% | +100.4% | -41.9% | +26.5% |
| All | +107.2% | +291.2% | -184.0% | -2.2% |
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 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