+177.9%
KO vs PFE
+35.0%
+142.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.1% | -4.0% | +2.9% | 0.0% |
| 30D | +1.6% | +3.9% | -2.3% | +0.4% |
| 3M | +5.8% | +9.9% | -4.1% | +2.8% |
| 6M | +14.3% | +5.3% | +9.0% | +12.3% |
| YTD | +27.3% | +16.8% | +10.5% | +21.2% |
| 1Y | +33.2% | +20.4% | +12.7% | +25.3% |
| 3Y | +64.5% | -2.1% | +66.6% | +62.5% |
| 5Y | +83.1% | -21.0% | +104.1% | +88.1% |
| All | +177.9% | +35.0% | +142.9% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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