+177.9%
KO vs PEP
+78.6%
+99.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.2% |
| 30D | +1.6% | -0.2% | +1.8% | +1.7% |
| 3M | +5.8% | -4.3% | +10.1% | +8.6% |
| 6M | +14.3% | -13.2% | +27.5% | +25.0% |
| YTD | +27.3% | -1.9% | +29.2% | +28.1% |
| 1Y | +33.2% | -0.3% | +33.5% | +32.1% |
| 3Y | +64.5% | -13.6% | +78.1% | +77.2% |
| 5Y | +83.1% | +3.4% | +79.7% | +73.2% |
| All | +177.9% | +78.6% | +99.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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