+99.3%
KO vs PCG
+6.9%
+92.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.4% |
| 6M | +23.3% | -22.3% | +45.6% | +28.0% |
| YTD | +42.1% | -18.5% | +60.6% | +46.0% |
| 1Y | +39.9% | -21.8% | +61.7% | +44.8% |
| 3Y | +87.3% | -21.0% | +108.3% | +91.3% |
| 5Y | +99.3% | +8.1% | +91.2% | +88.6% |
| All | +99.3% | +6.9% | +92.3% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling