+819.5%
PPL vs TKO
+1,480.3%
-660.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.7% |
| 7D | -1.2% | +7.8% | -9.1% | -2.0% |
| 30D | +4.2% | +12.2% | -7.9% | +3.0% |
| 3M | +1.5% | +7.5% | -5.9% | +0.7% |
| 6M | +1.0% | +7.7% | -6.7% | 0.0% |
| YTD | +4.4% | -3.3% | +7.7% | +4.2% |
| 1Y | +0.8% | +11.1% | -10.3% | -0.9% |
| 3Y | +56.5% | +141.0% | -84.5% | +40.6% |
| 5Y | +47.7% | +278.8% | -231.1% | +25.3% |
| 10Y | +64.4% | +1,186.2% | -1,121.8% | +19.4% |
| All | +819.5% | +1,480.3% | -660.9% | +434.7% |
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