+90.1%
KO vs PFE
+19.5%
+70.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.8% |
| 7D | +3.7% | -1.7% | +5.4% | +4.1% |
| 30D | +8.1% | +0.3% | +7.8% | +8.1% |
| 3M | +14.2% | +9.4% | +4.8% | +12.3% |
| 6M | +25.2% | +14.9% | +10.3% | +21.8% |
| YTD | +44.7% | +23.8% | +20.9% | +38.6% |
| 1Y | +43.4% | +19.5% | +23.8% | +38.1% |
| 3Y | +90.1% | +21.0% | +69.0% | +81.2% |
| All | +90.1% | +19.5% | +70.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling