+4,250.2%
KO vs PCG
+110.8%
+4,139.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +0.4% | +5.4% | -5.0% | -0.2% |
| 30D | +1.5% | -15.1% | +16.6% | +3.0% |
| 3M | +11.8% | -9.8% | +21.6% | +12.7% |
| 6M | +16.2% | -18.0% | +34.2% | +18.3% |
| YTD | +28.1% | -7.2% | +35.3% | +28.5% |
| 1Y | +34.8% | +2.9% | +31.9% | +33.6% |
| 3Y | +65.5% | -11.1% | +76.6% | +65.8% |
| 5Y | +81.6% | +61.8% | +19.8% | +69.6% |
| 10Y | +176.7% | -75.2% | +251.9% | +186.0% |
| All | +4,250.2% | +110.8% | +4,139.4% | +2,091.6% |
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 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