+62.9%
KO vs PFE
-2.1%
+65.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -4.0% | +2.9% | -0.4% |
| 30D | +1.6% | +3.9% | -2.3% | +0.8% |
| 3M | +5.8% | +9.9% | -4.1% | +3.9% |
| 6M | +14.3% | +5.3% | +9.0% | +13.0% |
| YTD | +27.3% | +16.8% | +10.5% | +23.5% |
| 1Y | +33.2% | +20.4% | +12.7% | +28.3% |
| All | +62.9% | -2.1% | +65.0% | +56.1% |
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