+228.7%
KO vs PCG
-76.0%
+304.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | +3.7% | +2.2% | +1.6% | +3.6% |
| 30D | +8.1% | +0.8% | +7.4% | +8.1% |
| 3M | +14.2% | -23.8% | +38.0% | +16.0% |
| 6M | +25.2% | -19.6% | +44.8% | +26.7% |
| YTD | +44.7% | -16.7% | +61.5% | +46.0% |
| 1Y | +43.4% | -19.4% | +62.7% | +44.9% |
| 3Y | +90.1% | -18.3% | +108.4% | +91.4% |
| 5Y | +103.0% | +10.4% | +92.5% | +100.4% |
| All | +228.7% | -76.0% | +304.7% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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