+4,235.9%
KO vs PCAR
+15,337.6%
-11,101.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +15.4% | +5.9% | +9.5% | +13.8% |
| 6M | +14.3% | +0.4% | +13.9% | +13.6% |
| YTD | +27.7% | +14.8% | +12.8% | +23.5% |
| 1Y | +32.7% | +30.1% | +2.6% | +25.0% |
| 3Y | +62.2% | +66.6% | -4.5% | +43.2% |
| 5Y | +80.0% | +166.1% | -86.1% | +43.5% |
| 10Y | +175.6% | +353.7% | -178.0% | +94.9% |
| All | +4,235.9% | +15,337.6% | -11,101.7% | +1,208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling