+81.6%
KO vs PFGC
+111.2%
-29.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | -0.4% |
| 30D | +1.6% | -17.2% | +18.8% | +4.4% |
| 3M | +5.8% | -6.3% | +12.1% | +6.8% |
| 6M | +14.3% | +8.8% | +5.4% | +12.8% |
| YTD | +27.3% | +4.9% | +22.4% | +26.1% |
| 1Y | +33.2% | -9.5% | +42.7% | +34.5% |
| 3Y | +64.5% | +59.6% | +4.9% | +50.6% |
| All | +81.6% | +111.2% | -29.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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