+4,732.3%
KO vs PCAR
+13,330.7%
-8,598.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | +1.8% | +2.2% | -0.3% | +1.4% |
| 30D | +8.7% | +0.3% | +8.3% | +8.5% |
| 3M | +13.5% | -17.9% | +31.4% | +17.8% |
| 6M | +25.6% | -3.4% | +29.0% | +25.9% |
| YTD | +42.3% | -0.1% | +42.4% | +41.3% |
| 1Y | +39.9% | +13.4% | +26.5% | +35.4% |
| 3Y | +87.5% | +37.2% | +50.3% | +71.9% |
| 5Y | +99.1% | +117.3% | -18.3% | +65.0% |
| 10Y | +224.2% | +295.0% | -70.7% | +135.5% |
| All | +4,732.3% | +13,330.7% | -8,598.4% | +1,396.0% |
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