+62.4%
KO vs PCG
-15.4%
+77.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.2% |
| 7D | -0.8% | +6.5% | -7.2% | -1.8% |
| 30D | +0.8% | -16.7% | +17.5% | +3.4% |
| 3M | +8.3% | -14.2% | +22.5% | +10.5% |
| 6M | +14.0% | -21.5% | +35.5% | +18.0% |
| YTD | +26.9% | -11.2% | +38.1% | +28.5% |
| 1Y | +32.7% | -4.2% | +36.9% | +32.3% |
| All | +62.4% | -15.4% | +77.8% | +60.4% |
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