+87.1%
KO vs PCOR
-35.6%
+122.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.9% |
| 7D | -0.8% | -9.0% | +8.2% | -0.7% |
| 30D | +0.8% | -7.0% | +7.8% | +0.9% |
| 3M | +8.3% | +18.3% | -10.0% | +8.1% |
| 6M | +14.0% | -7.8% | +21.8% | +13.9% |
| YTD | +26.9% | -25.6% | +52.5% | +27.3% |
| 1Y | +32.7% | -22.7% | +55.4% | +32.9% |
| 3Y | +63.9% | -17.7% | +81.6% | +62.8% |
| 5Y | +81.7% | -42.0% | +123.8% | +77.0% |
| All | +87.1% | -35.6% | +122.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling