+4,725.8%
KO vs PCG
+85.2%
+4,640.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.0% |
| 30D | +8.1% | -2.7% | +10.8% | +8.4% |
| 3M | +13.0% | -25.1% | +38.1% | +16.2% |
| 6M | +23.3% | -22.3% | +45.6% | +26.1% |
| YTD | +42.1% | -18.5% | +60.6% | +44.5% |
| 1Y | +39.9% | -21.8% | +61.7% | +42.9% |
| 3Y | +87.3% | -21.0% | +108.3% | +90.0% |
| 5Y | +99.3% | +8.1% | +91.2% | +94.3% |
| 10Y | +223.8% | -76.6% | +300.4% | +235.2% |
| All | +4,725.8% | +85.2% | +4,640.6% | +2,364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling