+4,568.7%
PH vs TKO
+1,439.7%
+3,129.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.8% |
| 7D | +0.4% | +7.2% | -6.8% | -1.1% |
| 30D | -10.8% | +4.7% | -15.5% | -11.8% |
| 3M | +8.5% | -3.2% | +11.7% | +8.7% |
| 6M | +3.9% | -2.9% | +6.8% | +3.9% |
| YTD | +9.4% | -5.8% | +15.2% | +9.9% |
| 1Y | +26.8% | -1.1% | +27.8% | +25.7% |
| 3Y | +140.8% | +111.1% | +29.7% | +100.6% |
| 5Y | +253.8% | +315.6% | -61.8% | +151.4% |
| 10Y | +792.3% | +978.5% | -186.1% | +396.0% |
| All | +4,568.7% | +1,439.7% | +3,129.0% | +1,546.3% |
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