+177.9%
KO vs PCG
-75.6%
+253.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | +1.6% | -18.9% | +20.5% | +2.8% |
| 3M | +5.8% | -15.8% | +21.6% | +6.7% |
| 6M | +14.3% | -22.6% | +36.8% | +15.9% |
| YTD | +27.3% | -12.2% | +39.5% | +28.1% |
| 1Y | +33.2% | -7.1% | +40.3% | +33.4% |
| 3Y | +64.5% | -15.8% | +80.3% | +65.4% |
| 5Y | +83.1% | +53.3% | +29.8% | +77.6% |
| All | +177.9% | -75.6% | +253.4% | +182.9% |
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