+39.9%
KO vs PCAR
+12.2%
+27.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +1.8% | +2.2% | -0.3% | +1.7% |
| 30D | +8.7% | +0.3% | +8.3% | +8.6% |
| 3M | +13.5% | -17.9% | +31.4% | +13.6% |
| 6M | +25.6% | -3.4% | +29.0% | +25.9% |
| YTD | +42.3% | -0.1% | +42.4% | +40.3% |
| 1Y | +39.9% | +13.4% | +26.5% | +33.8% |
| All | +39.9% | +12.2% | +27.7% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling