+83.1%
KO vs PFE
-22.1%
+105.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.2% |
| 3Y | +64.5% | -2.1% | +66.6% | +62.9% |
| 5Y | +83.1% | -21.0% | +104.1% | +90.8% |
| All | +83.1% | -22.1% | +105.3% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling