+4,250.2%
KO vs PFE
+3,266.8%
+983.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | +1.5% | +3.8% | -2.3% | +0.3% |
| 3M | +11.8% | +10.4% | +1.4% | +8.4% |
| 6M | +16.2% | +6.3% | +10.0% | +13.8% |
| YTD | +28.1% | +17.4% | +10.7% | +21.5% |
| 1Y | +34.8% | +21.1% | +13.6% | +26.1% |
| 3Y | +65.5% | -1.6% | +67.1% | +62.3% |
| 5Y | +81.6% | -22.2% | +103.7% | +87.5% |
| 10Y | +176.7% | +32.9% | +143.8% | +136.4% |
| All | +4,250.2% | +3,266.8% | +983.4% | +810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling