+81.0%
KO vs PCAR
+173.6%
-92.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +1.4% | -6.2% | +7.7% | +2.2% |
| 3M | +15.4% | +5.9% | +9.5% | +14.5% |
| 6M | +14.3% | +0.4% | +13.9% | +14.0% |
| YTD | +27.7% | +14.8% | +12.8% | +24.8% |
| 1Y | +32.7% | +30.1% | +2.6% | +27.2% |
| 3Y | +62.2% | +66.7% | -4.5% | +42.3% |
| All | +81.0% | +173.6% | -92.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling