+33.6%
KO vs PBF
+180.3%
-146.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.0% |
| 30D | +1.6% | +11.6% | -10.0% | +1.9% |
| 3M | +5.8% | +81.7% | -76.0% | +7.3% |
| 6M | +14.3% | +96.4% | -82.2% | +16.1% |
| YTD | +27.3% | +189.5% | -162.2% | +29.5% |
| All | +33.6% | +180.3% | -146.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling