+33.6%
KO vs PEG
-8.4%
+41.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +1.6% | -2.8% | +4.3% | +2.2% |
| 3M | +5.8% | -6.9% | +12.7% | +7.7% |
| 6M | +14.3% | -11.4% | +25.7% | +17.1% |
| YTD | +27.3% | -7.4% | +34.7% | +30.1% |
| All | +33.6% | -8.4% | +41.9% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling