+86.6%
KO vs PCG
-21.0%
+107.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.1% |
| 30D | +8.1% | -2.7% | +10.8% | +8.6% |
| 3M | +13.0% | -25.1% | +38.1% | +17.8% |
| 6M | +23.3% | -22.3% | +45.6% | +27.5% |
| YTD | +42.1% | -18.5% | +60.6% | +45.7% |
| 1Y | +39.9% | -21.8% | +61.7% | +44.3% |
| All | +86.6% | -21.0% | +107.6% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling