+47.7%
PPL vs TKO
+263.8%
-216.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.7% |
| 7D | -1.2% | +7.8% | -9.1% | -1.9% |
| 30D | +4.2% | +12.2% | -7.9% | +3.2% |
| 3M | +1.5% | +7.5% | -5.9% | +0.8% |
| 6M | +1.0% | +7.7% | -6.7% | +0.1% |
| YTD | +4.4% | -3.3% | +7.7% | +4.3% |
| 1Y | +0.8% | +11.1% | -10.3% | -0.7% |
| 3Y | +56.5% | +141.0% | -84.5% | +41.3% |
| 5Y | +47.7% | +278.8% | -231.1% | +27.1% |
| All | +47.7% | +263.8% | -216.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling