+177.9%
KO vs PFG
+247.4%
-69.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | +1.6% | +2.5% | -0.9% | +0.9% |
| 3M | +5.8% | +6.1% | -0.3% | +4.1% |
| 6M | +14.3% | +31.3% | -17.0% | +6.6% |
| YTD | +27.3% | +33.6% | -6.2% | +18.0% |
| 1Y | +33.2% | +48.5% | -15.4% | +19.9% |
| 3Y | +64.5% | +69.6% | -5.1% | +40.4% |
| 5Y | +83.1% | +111.5% | -28.3% | +43.6% |
| All | +177.9% | +247.4% | -69.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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