+605.0%
PPG vs TKO
+1,400.2%
-795.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.2% | +2.3% | -8.6% | -6.7% |
| 30D | -7.9% | -2.5% | -5.5% | -7.6% |
| 3M | -10.2% | -10.6% | +0.4% | -8.6% |
| 6M | +2.7% | -5.1% | +7.7% | +3.2% |
| YTD | +4.9% | -8.2% | +13.1% | +5.9% |
| 1Y | -3.2% | -4.4% | +1.2% | -3.1% |
| 3Y | -17.0% | +100.4% | -117.4% | -28.5% |
| 5Y | -23.3% | +294.3% | -317.6% | -42.4% |
| 10Y | +26.4% | +983.2% | -956.8% | -25.4% |
| All | +605.0% | +1,400.2% | -795.2% | +193.3% |
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