+81.6%
KO vs PFG
+108.8%
-27.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | +1.6% | +2.5% | -0.9% | +1.1% |
| 3M | +5.8% | +6.1% | -0.3% | +4.7% |
| 6M | +14.3% | +31.3% | -17.0% | +9.4% |
| YTD | +27.3% | +33.6% | -6.2% | +21.3% |
| 1Y | +33.2% | +48.5% | -15.4% | +24.5% |
| 3Y | +64.5% | +69.6% | -5.1% | +47.9% |
| All | +81.6% | +108.8% | -27.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling