+57.6%
PPL vs TKO
+958.6%
-901.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -1.3% | +0.9% | -2.1% | -1.4% |
| 3M | -2.6% | -6.2% | +3.6% | -2.1% |
| 6M | -8.4% | -5.6% | -2.8% | -8.1% |
| YTD | +0.2% | -7.8% | +8.0% | +0.6% |
| 1Y | -0.2% | -1.2% | +1.0% | -0.7% |
| 3Y | +52.9% | +106.5% | -53.6% | +37.9% |
| 5Y | +36.8% | +310.4% | -273.5% | +12.0% |
| 10Y | +57.6% | +987.5% | -930.0% | +32.5% |
| All | +57.6% | +958.6% | -901.1% | +32.5% |
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