+81.7%
KO vs PCG
+55.2%
+26.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.2% |
| 7D | -0.8% | +6.5% | -7.2% | -1.9% |
| 30D | +0.8% | -16.7% | +17.5% | +3.5% |
| 3M | +8.3% | -14.2% | +22.5% | +10.6% |
| 6M | +14.0% | -21.5% | +35.5% | +18.3% |
| YTD | +26.9% | -11.2% | +38.1% | +28.5% |
| 1Y | +32.7% | -4.2% | +36.9% | +32.2% |
| 3Y | +63.9% | -14.9% | +78.8% | +65.4% |
| 5Y | +81.7% | +54.2% | +27.5% | +63.5% |
| All | +81.7% | +55.2% | +26.5% | +63.5% |
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