+820.0%
PPL vs TKO
+1,476.9%
-656.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | 0.0% | +6.4% | -6.4% | -0.6% |
| 30D | +4.3% | +11.9% | -7.6% | +3.1% |
| 3M | +2.9% | +5.6% | -2.7% | +2.3% |
| 6M | +1.1% | +7.5% | -6.4% | +0.1% |
| YTD | +4.5% | -3.5% | +8.0% | +4.3% |
| 1Y | +0.1% | +13.0% | -12.9% | -1.7% |
| 3Y | +55.7% | +157.6% | -101.9% | +39.0% |
| 5Y | +47.6% | +288.2% | -240.6% | +24.9% |
| 10Y | +66.8% | +1,196.6% | -1,129.7% | +21.1% |
| All | +820.0% | +1,476.9% | -656.9% | +435.1% |
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 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