+635.3%
KO vs PFG
+999.6%
-364.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +0.4% | +6.0% | -5.6% | -0.7% |
| 30D | +1.5% | +2.2% | -0.7% | +1.1% |
| 3M | +11.8% | +10.4% | +1.4% | +9.8% |
| 6M | +16.2% | +27.8% | -11.6% | +11.1% |
| YTD | +28.1% | +33.6% | -5.6% | +21.4% |
| 1Y | +34.8% | +49.3% | -14.5% | +25.1% |
| 3Y | +65.5% | +69.7% | -4.3% | +48.5% |
| 5Y | +81.6% | +111.3% | -29.8% | +54.9% |
| 10Y | +176.7% | +240.3% | -63.6% | +109.6% |
| All | +635.3% | +999.6% | -364.4% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling