+183.0%
KO vs PCAR
+361.0%
-178.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +0.8% | -6.9% | +7.7% | +2.4% |
| 3M | +8.3% | +2.1% | +6.2% | +7.5% |
| 6M | +14.0% | +1.6% | +12.5% | +13.0% |
| YTD | +26.9% | +12.2% | +14.7% | +22.5% |
| 1Y | +32.7% | +28.0% | +4.6% | +23.6% |
| 3Y | +63.9% | +61.0% | +3.0% | +38.7% |
| 5Y | +81.7% | +163.9% | -82.2% | +28.9% |
| 10Y | +183.0% | +367.9% | -184.9% | +75.5% |
| All | +183.0% | +361.0% | -178.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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