+628.7%
PNR vs TKO
+1,395.0%
-766.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -15.6% | -2.6% | -13.0% | -15.2% |
| 3M | -20.2% | -7.8% | -12.4% | -19.1% |
| 6M | -36.6% | -7.0% | -29.6% | -36.0% |
| YTD | -45.0% | -8.5% | -36.4% | -44.4% |
| 1Y | -47.4% | -1.3% | -46.1% | -47.8% |
| 3Y | -13.7% | +105.0% | -118.7% | -27.0% |
| 5Y | -20.8% | +292.9% | -313.7% | -42.2% |
| 10Y | +65.2% | +979.3% | -914.2% | -8.1% |
| All | +628.7% | +1,395.0% | -766.3% | +166.9% |
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