+712.7%
KO vs PEGA
+1,154.6%
-441.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.5% |
| 30D | +1.5% | +9.6% | -8.1% | +1.1% |
| 3M | +11.8% | +2.3% | +9.5% | +11.5% |
| 6M | +16.2% | -23.9% | +40.1% | +17.2% |
| YTD | +28.1% | -39.8% | +67.8% | +30.2% |
| 1Y | +34.8% | -37.4% | +72.2% | +36.6% |
| 3Y | +65.5% | +53.1% | +12.3% | +59.1% |
| 5Y | +81.6% | -47.2% | +128.8% | +81.0% |
| 10Y | +176.7% | +174.3% | +2.4% | +155.7% |
| All | +712.7% | +1,154.6% | -441.8% | +534.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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