+797.8%
PH vs TKO
+989.7%
-191.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -1.3% | +2.3% | -3.6% | -1.9% |
| 30D | -11.0% | -2.5% | -8.5% | -10.6% |
| 3M | +5.5% | -10.6% | +16.1% | +8.0% |
| 6M | +1.5% | -5.1% | +6.5% | +1.9% |
| YTD | +8.8% | -8.2% | +17.0% | +10.0% |
| 1Y | +24.5% | -4.4% | +28.9% | +24.3% |
| 3Y | +141.2% | +100.4% | +40.8% | +96.6% |
| 5Y | +256.3% | +294.3% | -38.0% | +138.2% |
| All | +797.8% | +989.7% | -191.8% | +387.4% |
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 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